It's not so much as a costume as a look...but I miss the bearded, disheveled looking Sentry Finch drew in the breakout arc of NA.
The current clean sentry looks too nice and even feminine as some people have said.
Oh no, heaven forbid our manly superheroes look "feminine."
And frankly, I think his classical outfit is supposed to be a little over the top. It might not make much sense in action, but for a guy that works behind the scenes who needs to impress petty crooks so they'll sign up for his course it works.
I will acknowledge that it was a '90s phase that she, like many other characters, went through. However, I don't think it's a particularly bad one.
Come to think of it, black and tan would be a good color scheme for him as well. Maybe something like he wore in the X-men Evolution cartoon, but with the classic boots: