When I'm creating a modern character in a story, clothes are a way of showing their personality or even their profession.
A suit worn by a modern man could be Marks and Spencer or Armani. It wouldn't neccesarily tell you whether the guy wearing the designer suit is rich, or a man who likes designer gear and has bought it on his credit card- or saved for it. (There could be a story there.)
So when I'm faced with my historical heroes and heroines of the 18th/19th century I have to remember that clothes are very important. They reflect social class and status, how they move and how they sit.
If a girl in your story turns up in a silk gown when you know she normally wears a plain wool dress and can't afford silk there's got to be a reason- the reason could lead anywhere, or to anyone.
As to female underwear, I don't think my heroines would be able to run very far or for very long in corsets or stays, or a hooped petticoat. So if my heroine is being chased she's at a disadvantage and needs to use her wits to escape- or not.
When you get to working on scenes of intimacy, how the characters get out of their clothes between the kissing and carressing has erotic potential.
Whatever time period your characters inhabit you'll find a costume book to cover it, from basic to detailed info, and some with beautiful colour pictures of surviving outfits.
Here's a few of the costume books I have in my reference collection:
Costume in Detail 1730-1930- Nancy Bradfield. (2007 Edition) ISBN: 978-1-85882-038-5
Costume 1066-1990's-John Peacock (Reprinted 2000) ISBN: 0-500-27791-5
The Art of Dress: Clothes Through History 1500-1914- Jane Ashleford/ National Trust-
The History of Underclothes-C.Willett Cunnington and Phillis E. Cunnington-(1992)
Two major costume collections that can be seen are at The Costume Museum in Bath, in the basement of the famous Assembly Rooms, and in London at the Victoria and Albert Museum.
If you ever have the opportunity to try on hooped petticoats, cages or bustles I would recommend it. Try walking around and you will quickly be very appreciative of the clothing we wear today.
Now all this talk of clothes has given me an idea, and a couple of characters have just popped into my head to go with it...