It's super, uber important at your engagement session that both of you feel comfortable, because I always want these sessions to be about the couple, about the interaction and love...not being stylish.
On the other hand...I do want you to come in clothes that show you off! I want you to both look snazzy. Yes...snazzy. Here are some great ideas to make sure you don't match too much, but are not wearing polka dots, pin-stripes, and plaid.
Incorporating hats, scarves, jewelry, etc. to your outfit is always highly suggested. Please no super bright colors or loud patterns and make sure that the colors you do wear "mesh" together. You don't have to match...in fact, I would not want you to be exact matches (White T-shirt and Khaki pants), you do want some contrast.
Some great places to get fashion tips? Pinterest, Google, Polyvore.com