This video shows a good example of some of the clothing techniques to hike on the Appalachian Trail. Good instruction for women especially.

This note from the Appalachian Trail Conservancy Web Site explains what is a good idea to bring.

Hope for the best weather; pack for the worst. Clothing to protect you from cold and rain is a must—even in midsummer and especially at higher elevations. Avoid cotton clothes, particularly in chilly, rainy weather, which can strike the mountains at any time of year. Wet cotton can be worse than nothing and can contribute to hypothermia, a potentially fatal threat. Synthetic fabrics such as polypropylene and various acrylic blends will help protect you against the dangers of hypothermia. Layer your clothes—a “polypro” shirt, synthetic fleece, and a coated nylon or “breathable” waterproof outer shell will keep you both warmer and drier than a single heavy overcoat in cold, damp weather.

Remember, hiking will make you sweat, no matter the weather. Shedding thin layers enables you to regulate your body temperature more effectively than choosing between keeping a heavy jacket on or taking it off.