Hi, I was just talking to my sister today. Her friends were doing a triathlon today in Austin (Race Distance: Swim - 1/2 mile, Bike - 12 miles, Run - 3.1 miles), put on by Danskin (
http://www.danskin.com/raceinfo.html).
Anyway, her friends were practicing "transitions" last night. That's when they change gear between events (remove goggles, get on bike, get off bike, put on running shoes). Search online for triathlon clothes and look for materials that wick moisture away from your skin.
Here is one essay that talks about women's triathlon clothing:
http://uts.cc.utexas.edu/~texastri/essays/clothes.html
Here is one article by a man about how he minimizes his transition time (holy cow he thinks of every detail):
http://www.triweek.com/showthread.php?p=9590
And here is Wikipedia's article, it mentions the development of specialized triathlon clothing adequate for swimming, cycling and running (scroll down to How a Triathlon Works) and also talks about arriving and setting up for transitions before a race:
http://en.wikipedia.org/wiki/Triathlon
I know none of this tells you exactly what clothing to use or where to buy it, but I found it interesting as I want to do a Triathlon someday. I hope it helps.
Good luck in your race!