I think that depends partly on how far your commute is. My commute is just six miles (12 r/t). Once it gets cool enough that I'm not sweating on the way to work, I just wear my regular work clothes. When it is cold (for me that means in the 30s), I wear tights or leggings under my dress. I don't mean cycling or running tights, I just mean women's hosiery. If my dress goes down to my knees, and I have a pair of boots to cover my lower legs, I'm generally okay so long as I have a decent coat on and (most important) good gloves.

If you've got a long commute and need to wear cycling specific clothing, my advice is useless. Sorry.