You have every right to dress however you want. However, if you wear shorts, t-shirt and Tevas in a marketplace in Morocco, they will think of you as a clueles

You have every right to dress however you want. However, if you wear shorts, t-shirt and Tevas in a marketplace in Morocco, they will think of you as a clueless tourist, and treat you accordingly. (And if you wear a burka in France they will fine you and tell you to take it off.) Having a sense of what the locals wear shows respect. I wouldn't walk into the Vatican without a shirt on, or an Amish farm wearing short-shorts.