B.M.
yes, pick your battles. And know that the stage you set now will flow until he's an adult.
I stopped making an issue out of my daughter's clothes around this time. she had a drawer of acceptable pants and a drawer of acceptable shirts (which means they were "mom approved" - seasonally appropriate, in good shape, clean etc). From there she had free range and I kept my big opinionated mouth SHUT. Every once in a while we had a "mommy pick" event.... my mom's 60th birthday photos, Christmas dinner with the family, mother's day brunch. And then I get to pick out what she wore. Other than that it was all her deal. peer pressure will take care of this as he gets older.
You can put some parameters. Those pj pants can only be worn once a week - you pick the day. but I wouldn't make a big deal out of this particular scenario. Now is the time to give him (age appropriate) independence which will help you with potty training, school, etc.
The biggest thing is ..... don't let HIS behavior affect YOU. At whatever time you have to leave... then you have to leave. And if he goes without shoes.... well he goes without shoes. You're teaching him that HE's in control - easy to do, I know.
And good luck - sounds like you got a strong willed one!!!!!
Just my $0.02