How do we do it here in the south? Simple, lighter weights and warmer colors. Make no mistake, our temps drop later in the winter and the wet winds can cut through you, but for the earlier months of fall we keep it lighter. This look pictured is a great example of what recommend.
"Beach to bar" shorts? Yep, no one will ever know when paired with a muted light blend shirt. Short sleeves are fine, but don't hesitate in wearing a long sleeve and rolling them up. You can even start wearing a "heavier" cologne to get your mind moving into the right direction.
Whatever you choose, enjoy it! It's what helps you feel confident that matters most!