Dieselpunk is "a genre of art and a budding sub-culture that enjoys the aesthetics of the 1920's - 1950's; a time when diesel technology was king. A time filled with pulp heroes, swing kids, super spies, and gum shoes beating the mean streets." In essence, dieselpunk has the same roots as steampunk, however it focuses its theme on an industrial aspect. Apart from steampunk, in which the main form of fuel and power is steam, dieselpunk states that diesel runs the world.
So what would one wear if one chose this style? Dieselpunk reaches more towards the Industrial working class of the late 1920's - 50's rather than the Victorian Nobility/Higher Class which is commonly used in Steampunk. There are no set guidelines to this style, same as the rest of the Steampunk world, making it a lot easier to do your own thing. But if you want to go off of something then try the pilot look. I'm thinking "Sky Captain and the world of tomorrow". Raincoats, Fedoras, zoot suits, they all work. For character work definitely look into the mind set of this time period. Keep in mind the red scare, space race, arms race, suburbia and the rise of nuclear power.
For examples of "dieselpunk" read the books "The War in the Air" and "War of the Worlds" both written by H.G. Wells. More examples would be the ever famous game "Bioshock". An anime that has been attributed to this style would be "Full Metal Alchemist". For dieselpunk influenced music, try listening to Rammstein who's main theme was inspired by the Post WW2/Cold War era. Or, of course, the music styling of Dr. Steel, who's very name screams dieselpunk.
For an interesting interview with the famed Dr. Steel, check out this Dieselpunk website:
"Superstition, Fear, and Jealousy"