Here are a few of my favorites. I can't find them all, so this is only partial, and in no particular order.
The white costume, originally designed by Jim Lee. This is what Storm wore when I first started reading X-Men. Below is a more "comic book-y, animated" version as seen on one of the variant covers for X-Men #1.
Next we have Storm in her "X-treme X-Men" costume. I loved this costume and this series --- the first 18 or 19 issues had truly superb artwork.
Last, we have Storm from the '90s "Age of Apocalyse" storyline miniseries "Amazing X-Men". I thought this was a cool outfit, and the plot was interesting. Unfortunately there are so many parts to this Marvel storyline (a common problem, particularly in the X-titles) that it becomes hard to follow if you want to know the whole story. Getting all those back issues would be an epic pain, and Storm is the only character I really liked, anyway.
Moving on from Storm, there's another, more recent X-character that I like. Her name is Dust.
Nit-picky religious/political/whatever discussion aside (because that is not my focus here and I'm not in the mood for it), it impressed me that Marvel put an Afghani niqabi character in the New X-Men book only 3 months after 9/11, and that she wasn't cast as a terrorist. Some people may complain about stereotypes, but I'm not going there. To me, it doesn't really matter. I see her as a positive character, even though I've only read a couple of books featuring her.
The only part that bugged me is that her clothing is under-researched. It's constantly referred to as a "burqa". However, what she wears is an abaya and hijab with a quasi-half niqab. Equally annoying is that they really do the whole "nijabi" thing. She looks like a ninja! FYI, dudes at Marvel, the abaya isn't supposed to accent the chest area (or any area, for that matter).
Muslimah niqabi clothing research by Marvel = Epic Fail.