Light fabrics like linen, cotton and athletic gear made to take the heat are best. Just remember to cover up from your shoulders to below the knee. While women are expected to dress more conservatively than men, even the fellas should leave the short shorts and tight singlets at home.
Is it OK to wear capris in Egypt?
Capris are acceptable for women as long as they cover your knees. (For men, longer shorts are fine, but I personally wouldn't wear shorts as a woman outside of beach resorts.)