@bigfin23, like I said, it's probably different every week, and there's a good chance your experience will be completely different than ours.
When we went, a lot of women seemed to be wearing short, skimpy dresses that looked like cocktail dresses. Those who did wear lingerie wore something similar to
what you'd find here. I guess you'd call it a "chemise." (I need to brush up on my lingerie terminology.)
My wife was wearing something similar to
this, with fishnet stockings and spiked heels, and felt very out of place. We made it as far as the outskirts of the lobby area, took a look around, and made a beeline back to our room to get changed into something a little more conservative.