What type of clothing should a male wear when reporting to jail?

What is the best type of clothing to wear if you are a male reporting to a county jail in order to begin serving a sentence. I know that the officers do eventually make you hand over all of your clothing, but I also heard that sometimes they keep you in the stuff you came in, until you are transported over to your final jail or prison. Should I just wear cheap, basic clothing like sweatpants, a t-shirt, running shoes and socks? Is there any chance that I can keep my own underwear if I just wear a pair of plain white briefs (tighty-whities)? Do they confie your shoes right away after you report and are you required to stay in your socks until they issue you a jumpsuit?