I prefer the pipeline welders caps, soft bill, all cotton, and you wear the cap sideways with the bill covering the ear that is up at the time as hot arc welding sparks rolling into the ear can be painful, noisy and hard to get out later.

AH HAH!!
Thanx irnsrgn, i was wondering what good that little bill was (other than a fashion statement?) it didn't make sense to put it in front (covered my eyes) and didn't make sense that my neck would need covered,.....but my ear....now i see....
-Aaron @ the SCF

Hats,
I usually wear a Navy ball cap from the USS Carney (no, I was never in the Navy).

Sleeves,
I normally wear a t-shirt when I'm in the forge, and if I'm wearing long sleeves I roll them up. The only exceptions are when it's winter and my shop is still cold, or when I'm hot raising steel. It's not nice when the sheet pops off the stake and connects. That, and my tong arm is close enough that I get burned after a couple hours from the radiated heat.