Cocktail attire for women calls for at or above-the-knee dress and high heels. A standard dress code for parties, your cocktail dress should appear appropriate yet fun at the same time. When deciding what to wear, choose a playful yet polished party dress that isn’t too revealing. Interesting colors, embellishments and cut-outs are all great, as long as they stay sophisticated. If you’re still feeling unsure, a little black dress will work as well.