Jenny Beaven reprises her role as costume designer (there's a nice little interview with her in the wake of the first film on frocktalk). Clothes on Film also did a Q&A with her and some commentary on the first glimpse costumes from the trailer.
The scarf (left) is particularly interesting as she says: The idea was that Mary had knitted it for him (Watson) and Holmes therefore absolutely hated it! I chose colours she would have thought he would like, and he loves it because she made it for him.
The scarf seemed to have a journey of its own as it gets taken off, claimed by gypsies (etc) during the course of the film. Other fascinating costumes in the film for me were Holmes' disguises which seemed to have to be good but not good (tipping the hand to the audience). Irene Adler's gorgeous pink bustle dress and dark blue coat from the first film is reprised and all the gentlemen wear some very smart suits in various degrees of actual smartness
I suspect you'd probably get better detail of the dvd when that comes out, but I still thought it would be cool to quickly share this.
A closeup of Watson's costume under the cut.