Oh brill!! I went to my first Rocky Horror last year and it was amazing. (Big fan here - I would have walked down the aisle to Damn It Janet if I could have found a purely instrumental version). I would probably go with something like David suggests unless you can borrow a corset and stockings from a lady friend, or that you are into wearing ladies lingerie and would get more wear out of it. If you go for green scrubs, get a hospital gown with a slit up the back and wear black pants and stockings so you can see them from the back.
And don't worry about things being OTT for a 'night out'. A Rocky Horror night out is no ordinary night out. And what you think is too much will pale into insignificance when you see what other people are wearing. I'd say there were about 66% of the audience dressed up when I went. :D
Trust me - no matter how wierd you think you look when you leave your home, you'll look positively tame once you get to the show! there are some really great costumes worn by regular attenders