Knowing that at some point you're going to go on vacation or hit a snag in your workout regimen, it's a good idea to get some mesh shorts so you don't unzip your time-capsule gym bag to be hit by a wall of sour funk. Mesh clothing won't soak up sweat like cotton, so you'll be able to get away with wearing it a couple times between washings if you have to (though the person on the elliptical trainer next to you may wish you hadn't).
Try to find clothing made of polyester or some other synthetic fiber or blend. These will help you stay cool during your workout.
Also, stick at least two T-shirts and a few pairs of ankle socks in your bag. That way, you'll have clean workout clothes in case your gear doesn't make it through the wash.