Legal Question in Discrimination Law in New York

It doesn't violate any criminal law, if that is what you are asking. There are, of course, many environments in which such a style of dress will not go over very well. You will have to figure out how you most prefer to present yourself to others and to determine if your planned style of dress will best promote your interests. As you are already acutely aware, sexuality is often a highly-charged issue, and what you wish to wear to a club is decidedly different from what you may want to wear at, say, a cocktail party.