For the record, this is the classic trench coat outfit, with all the trimmings. It's based on postwar menswear from the late 40's to the early 60's and Ivy League traditional looks, and has a slight military flavor...not coincidentally, the demographic of most OSS/CIA personnel, and similar to that of MI6. For earlier personae, such as a Depression-era detective, simply change the suit and tone down the more obvious militarisms -- a sleazy detective should be more flashily "in period" than a merely seedy one (who might also be an Ivy Leaguer with miliary experience -- in the other World War). However, these suggestions should suffice for most International Men of Mystery.

Body Type: Trench coats are not, in themselves, slimming, especially the classic khaki model (actually more traditional than black). Tall, slim, and tight instead of muscular is what you want to be if you wish to dress in this manner: the myriad pockets, belts, layers, and folds put on pounds, while having too-broad shoulders and biceps only make you look top-heavy. It's assumed that you have easy, if not perfect posture, this is not a good look for slouchers! Look well-groomed, but not foppish -- ask your barber for a manicure with buffing, not polish, and (if possible) get shaved (as opposed to doing it yourself). About as far-out as you can get on the cologne is Eau Sauvage, or maybe Bijan -- for Sixties looks, search for Canoe, Hai Karate, or Aramis.

Underneath your trench coat: A well-cut suit, of either classic American (think Brooks Brothers, not Gentlemen's Wear House) or classic British (Alan Flusser, Hong Kong, or similar) tailoring, in either blue, grey (perhaps chalk-striped), or black wool. Try to get a three-button suit coat if you can....Military tailoring is a definite plus, as is the inclusion of extra pockets for one's Minox, microcassette tape recorder, one-time pad, Mace, etc. Naturally, your L-pill or silver dollar -- containing a needle full of curare -- should be kept separate from other money and close by. A top-notch tailor will allow ease for your shoulder holster, as well. Alternately, you could also wear classic separates, such as the blazer jacket/chinos look, but the suit is more traditional.
A white shirt of your choice (Arrow is good, Brooks Brothers or Mr. Pink is better), and a quiet dark silk tie. This is a low-key look, and any deviation from this (as was done on the CIA's Web Site for Kids) tends to give away unwanted information. Aside from your professional status, you want to look fairly nondescript, though a repp stripe or other tasteful insignia on your tie might be useful as part of a character.
Boxers, not briefs, and an undershirt. This is a cool-weather look, for the warm-weather version, check out my WU on Linen Suits.

The trench coat itself: Burberry's makes the best: khaki, good detailing, and a zip-out lining that when reversed, makes a good bathrobe. Lining fabrics are also a good place to hide maps, code sequences, etc....just have them printed onto the fabric! So clever! There should also be an inside "map pocket" in your coat, useful for stashing small objects.

Belted or unbelted? The choice is yours. Belted is good for the coldest weather, of course, is de rigeur for fighting, and helps to convey an aura of subtle menace, as well as concealing your Kevlar vest, should you choose to use one. Unbelted allows more freedom, a choice of methods of catching up the belt in the back, and a chance to appear friendly if it's left open. (Open coats, jackets and so forth signify an open heart...and are a classic refuge for damsels in distress.) Plus, you can more easily reach your shoulder holster that way, plus any concealed pockets either in the suit or coat itself.

Accessories: Hat. Fedora-type, in grey, or black velour (very Continental.) Try for a wide brim, it should mask your hair...which is short, right?
Glasses: Wear these even if you've got perfect vision, horn-rims or dark tortiseshell are the best. They needn't be sunglasses particularly, as their main function is to slightly obscure your eyes so it's difficult to distinguish either their color or where they're looking. Photogreys, plain green, or other classic styles are better than mirrorshades, although mirrored wraparounds are excellent for 60's looks!
Gloves: Black (low-key), unpadded (for dexterity). Get the best you can afford. Can be kept in an epulet, military-style, when not in use.
Belt:Good plain leather. Try for one with a money pocket.
Shoes: Dark wing-tips or similar shoes. By preference, wear longer socks, which are good for stashing in.
Shoulderbag: More useful than a briefcase, and actually in period, though not common in civilian life. Should be a pouch-type, either large or small, (a bookbag is excellent), made of strong canvas or leather, and worn across the body, with the strap epuletted down. This carries documents, tripod for Minox, silencer, etc. A small "document bag" can also be worn inside the trench coat, either alone or in addition to the shoulderbag/ briefcase. A briefcase, if carried, should be hard-sided, and preferably handcuffed to the person carrying it, since anything that can't be carried in a shoulderbag (cash, equipment, etc.) has a tendency to walk off by itself.
Wear a watch, with a leather band, and no other jewelry (although an ID bracelet -- originally a WWII fashion -- is not a bad idea. A signet ring, if it's meant to be part of a cover story, is good also.) Carry a lighter, even if you don't smoke -- Zippo, or a good piezoelectric, not plastic, a fountain pen, and a cloth handkerchief.

Now, go off and save the Free World!