In response to several queries, here is what I hope is a comprehensive list of what to wear where in London-area classical music and opera venues.
Apart from Glyndebourne, whose dress code (black tie) is here, no venue has an official dress code. Yes, you can wear what you like, and most people do. Even at Glyndebourne, there are always people in less than full evening dress.
At the Royal Opera House in Covent Garden, most people dress fairly smartly (in the week, many come straight from the office). But you won't be thrown out for wearing jeans, and many dress casually. A small number of people wear evening dress, but these days it's unusual. It's much less dressy here than most opera houses in continental Europe. A suit for men and a suit or dress for women is a safe bet.
Much the same applies for the English National Opera at the Coliseum, except that there's an even greater proportion of casual dressers. It can get very hot and stuffy here in warm weather.
Holland Park Opera is similar. Here, bear in mind the semi-outdoor location affects the temperature.
As for the other main opera and classical music venues, the Barbican, Royal Festival Hall, Wigmore Hall and Sadlers Wells, smart casual or office wear is the order of the day, unless it's a special event such as a gala or anniversary concert, in which case it's taken up a notch. Any elegant dressers in the bar are likely to be orchestra members on a break.
None of these venues have great temperature control, so it's best to wear layers you can take off in summer or add on in winter. The Wigmore Hall in particular has a nasty air conditioning system which alternates blasts of hot and freezing air, regardless of temperature or season.
The only things you really never see are beach wear and sports kit, even in hot weather.
Except of course at the Proms in the Royal Albert Hall. Although the seated areas are smarter than the standing arena, absolutely anything goes here, mainly because summer weather and 5000 bodies turn the auditorium into a steaming fetid cauldron where comfort must be the main consideration.