Some time back (maybe about a month ago), I asked about where it was that Twain said he would like to dress as Jimi Hendrix did (not in those exact words, of course).
Eureka! ("I don't know what that word means, but..."):
Frompage 249 volume 2 of Twain's Autobiography:

Iwould like to dress in a loose and flowing costume made all of silksand velvets, resplendent with all the stunning dyes of the rainbow,and so would every sane man I have ever known; but none of us daresto venture it. There is such a thing as carrying conspicuousness tothe point of discomfort; and if I should appear on Fifth Avenue on aSunday morning, at church time, clothed as I would like to beclothed, the churches would be vacant and I should have all thecongregations tagging after me, to look, and secretly envy, andpublicly scoff.



- B. Clay Shannon