"(Do you know how hard it is to find good workout gear that's not offensive to a Goth sensibility? Seriously, there's a killing to be made in this area.... except it's possible that there are only three jock Goths nerds on earth, and we all hang out together.)"
Well, not quite. The whole quasi network of women I know who are crazy about some kind of training (martial arts and adventure races are kind of the uniting factors) largely stretch between goth to goth leaning. (And the order I belong to simply asks that you wear black to train.) The visibility bit is tricky, though - I wear the most godawful reflective yellow and silver windbreaker to bike in because I've been hit before and don't like it.