So much depends on the circumstances.
Wearing PJs to work, unless you work in a situation where there are no professional standards, seems like it pushes too far. In theory if the chef in a restaurant is wearing PJs I don't suppose it matters, assuming appropriate nets etc are in place to ensure food cleanliness, but if I went to see a lawyer for the first time and they greeted me in PJs I'd probably be wondering whether I'd found myself a crackpot.
Assuming PJs are suitably concealing I don't really care if people wear them to go shopping. I don't feel any need to dress up if all I'm doing is going to the store to get a couple of things. I personally wouldn't wear PJs but in many ways it's not really so different from me working on the house and going to the grocery store wearing my scabby working clothes. It's hard to argue that PJs are unacceptable but sweatpants and T-shirt covered in a mixture of plaster dust, sweat, blood, glue, sealant, paint etc is significantly better.
Thinking about the lawyer situation, it's a shame our first thought tends to focus on what someone is wearing rather than whether they will do a good job. When I'm working at home the quality of my work is the same regardless of whether I'm dressed up or not.