They usually kept an extra set of clothes on board to wear on land, and shoes were usually not worn on board due to the decks being slippery, although the captains liked wearing knee-high boots.
Woman pirates dressed like their male counterparts, to hide their gender and probably for other practical reasons, the hats they wore were usually women's bonnets with the veils ripped off.
A short description of? Bartholomew "Black Bart" Roberts? says that during battle he wore a red damask waistcoat, a red feather in his hat and breeches, and a gold chain around his neck with a diamond cross hanging from it that was made for the King of Portugal.