IMHO it's pretty much wide-open as to your err... taste in dress for skirmishes. You could dress up in a pink tutu and tights, and all people would likely remark upon is that you make an exceptionally good target for them. On second thought, don't do that, not that there is anything wrong with it.. i just don't think you want to start out your airsoft hobby as the 'weird sisters', or something.
Skirmishes are generally for fun, have fun with whatever theme you'd like to portray.. within moderation (no tutu's please, seriously!) - Milsim's are definitely more realism oriented. I'd suggest looking into picking up a cheap set of OD vintage combats, as an alternative to your "Bois' Mobster crew" theme - and then you could passably pimp out those Thompson's on a WW2 themed event for a little more variety...