I'm concerned about this trend, it reminds me of the rubber suits that people used to run in to 'lose weight'. While the thermic affect MAY help weight loss, there is a real danger of hyperthermia (heat stroke illness/injury - the body overheating).

We sweat to lose heat from our exercising muscles. If the sweat can't evaporate then we can overheat and get a heat illness, collapse and at the worst extreme, die. I've always said, when running races in Australia you have two enemys, the battle for the race itself and the battle to lose heat. I leave this argument with two quotes from Brahams.

“The rubber suits worn by many people to lose weight are potentially dangerous and have resulted in death from heat stroke.” Brahams 1988

"Three of the deaths were the consequence of attempts at rapid weight loss by extreme fasting and exercise (e.g., exercise wearing a rubber suit and sweat suit which led to hyperthermia)."