SCOTT STERNBERG doesn’t intend for anyone to actually sweat in his sweatsuits. “It’s just clothes to live in,” said the owner of Entireworld, a Los Angeles label that makes primary-colored sweatsuits conceived for a grocery store run, not a treadmill run. And really, with all the moisture-wicking, high-tech athletic gear that’s on the market today, why would you work out in a clammy cotton sweatsuit? Entireworld’s initial run of sweat ensembles sold out in most sizes within weeks. And with similarly matching outfits by peppy labels like Standard Issue and John Elliott also making successful bids for everyday-wear status,...