Check Your Shame at the Door: If there's a private changing room, consider yourself lucky. If there isn't a line out the door to get into said room, consider yourself #blessed.
Don't Layer: This is advice coming straight from a woman who has had her sweater (her own, personal, well-worn sweater) torn from her hands when she placed it down on the crowded table. Wear what you need, and leave the rest behind.
Do Wear Separates: Don't challenge yourself to try on a blouse over a dress or pants underneath it. You'll be glad to have a shirt to try your new skirt on with when all you have to do is remove your current skirt.