My daughter is only 7 so for this age it's been ok to keep it simple and say, "That might be OK for so-and-so to wear, but it's not what we've decided is appropriate for our family. You can wear that all you want to at home or to XYZ if you'd like." (maybe a weekend occasion or a friend's house...doesn't cancel it, just redirects where there's a bit more freedom). If it's a matter of school dress code, I don't hesitate to lean on that and say, "Hey, this is just what the school has for a rule and we're going to respect it, whether so-and-so does or doesn't."
Would be great to hear from a mom of an older girl to hear how those conversations go!