This is one of my favorite places in the world to visit, I treasure each opportunity.
There are many beautiful things to see, it's history ancient, the narrow winding streets and alley ways begging to be explored.
However, this is also a Holy City. Three major world faiths trace their history here, and for millions around the world, and many of the people who live there, it's sacred. Walking along those stones, I always find myself saddened by the lack of cultural sensitivity.
There are some places that clearly state with large signs, that all those who enter should be in modest attire. However, even when there's no obvious request, those who care for sacred places and their believing visitors, always appreciate it.
Shawls are your best friend. In Jewish culture it's important to cover your arms, in Christian it's respectful to cover your hair. In Muslim circles outsiders don't necessarily have to cover their hair, but covering your arms is good. In some places you may have to do both. On a hot day, when you're visiting a few holy sites, depending on location, a shawl will be perfect. Pay careful attention to what others around you are doing.
Whenever entering on Holy Ground, it's a sign of respect for women to cover their hair. This isn't about female oppression. Its' about putting aside your vanity. Especially if you're going to visit the Church of the Holy Sepulchre, please use a shawl to cover your head.
As a waited to approach the western wall I watched all these youthful North Americans, in tank tops, and butt hugging jeans, in their mind I don't doubt they were modest. However, culturally they break all the rules of respect for the place they're visiting.
Nothing should cling to you. Loose long skirts are preferred, and if your top clings to your breasts, just lightly throw your shawl around to cover them. As little skin should show as possible - no tank tops, plunging neck lines, bellies, or long legs. Again, it's not so much about oppression, as realizing that there are times when one must put aside the physical to focus strictly on the soul. It's not a fashion show. It's not a place to pick up guys, or try and get attention.