Just dress like everyone else. The first consideration should be modesty, especially as a woman, and otherwise just dress respectfully. I recommend long pants at a bare minimum, and preferrably long sleeves too. I dress kind of like this to church (no pocket square, but khaki pants, long sleeves, blazer and tie). Depending on where you go a full suit is probably not necessary. The only churches I've been to where everyone is wearing a suit are certain Fundamentalist Protestant churches. At my Catholic Church there are men who wear suits, but then there are men who also wear short-sleeved polos. Pic is a happy medium.
There's one older guy (perhaps in his 50s) at my church I see wearing a trench coat, but I think younger people doing the same would look strange. Part of knowing how to dress is knowing how to fit in.