http://www.costumes.org/classes/fashiondress/WW1toWW2.htm has some great tips, from which I can gather that if you have a very classic style black dress, that would work provided the hemline was knee length and the neckline was fairly conservative. There are links to vids, too, on YouTube that could give you ideas.

A vintage clothing shop might also be an option if there's one near you.

Hope that helps!