Nothing bulky (security issues). You will have to take off any sweater/sweatshirt you are wearing.
<Women> : So for those who are wearing velour zip ups as a shirt (with a shell)- you will be asked to take it off or, when you refuse because you are not tznius that way, to step aside into another room with a twa agent.
Better that doing all of that, wear a long sleeved shell or some other garment! I know frum women who had that problem and it made security a lot longer while the rest of the family had to wait.