When doing cardio, low-intensity for fat loss, i have to wear sweats, due to the fact that i want sweat as much as i want. True, you will lose more water weight, which is also ideal, but i think its more of a mental thing, b/c if after a cardio session, if im not drenched in sweat, i dont feel like i did anything. Now if your in to high-intensity cardio, dont think it would matter either way.