You know what, you're totally in luck with that stuff.
I don't like most indie / alternative music these days, because the indie / alternative stuff that's out these days is anything but independent and alternative. But who friggin' cares what I think, because that's not what you asked. You asked what to wear, and I know the answer.
The answer is wear whatever the f**k you feel like wearing, as long as it's totally you. If you feel like dressing like a gay biker, polish up your leathers and grease your whip. If you want to wear a Wall Street business suit, put it on and make it look good. If sweat pants and a burlap sack are more your thing, rock that look and wear it proud.
I'll give credit for one thing to the indie scene, they keep the central message of "be who you are and be proud of it" alive and well.
That's what rock is all about, being who you are and apologizing to nobody for it. Just for example, I wore tight jeans, a bullet belt, a denim cutoff and eyeliner to a symphony orchestra concert one week. Two weeks later, I saw Judas Priest and Slayer while wearing a suit and tie the whole time. Why? Because that's what I felt like wearing to each performance, and I didn't need any other reason than that.