I've got two kids who are sensitive to clothing -- one had full blown sensory processing disorder and the Occupational Therapy we did made a huge difference. The other is "just" sensitive. The kid who needed OT had his sensitivities interfering with daily life in a pretty big way (he would NOT wear shorts or short sleeves in the summer, ever; he wouldn't go barefoot, he wouldn't touch water, he couldn't pedal a trike at age 5 (dyspraxia along with sensory issues), he spent so much time trying to regulate his environment that his social development was pretty far behind.) So, I'd encourage you to read up on SPD and see if some of the things they do in OT might help your daughter. (My favorite books are Sensational Kids and The Out of Sync Child). We did the Wilbargar Brushing Protocol and it made a huge difference in what ds was willing to wear.
For both kids, things that help are:
All cotton clothing. For dd (my sensitive, but not SPD kid), I buy dresses from Lands End, Gymboree or Hanna Andersson. She lives entirely in soft leggings - usually Target, Lands End, or more currently Gymboree because she's a size 9 and few other people make them. Sometimes The Children's Place has things she'll wear. I get a lot of things on Ebay since I'm too cheap to pay $20 for a pair of leggings.
Mostly, she's in leggings + a shirt. I have no idea what we're going to do in a couple of years when she gets past size 12. She can tolerate about 10-20% poly-cotton blends too, but is more comfortable in cotton. Since you're in MN, eliminate wool from her wardrobe and go with microfleece.
Underwear has not been a problem for either of my kids, but I've heard great things about the Hanna Andersson underwear.
Socks: Dd solves the problem by taking her socks off whenever she can. When she has to wear socks, I try to get her thin socks, and if it's a bad day, we'll turn them inside out so that the seams are facing out. Dh taught me this trick (he's also got major sensory issues.)
Other things that help:
Keeping other sensory stimuli down when at all possible. Our house is pretty quiet (no radio going, TV is in the basement and only on when someone is watching). Dd is currently watching gymnastics videos on YouTube and is using headphones. Dh listens to a lot of music/podcasts via headphones. Sensory overload in one area can make tolerating any other sensory input harder.
"Heavy work" -- carrying heavy things, jumping (or anything that compresses the joints), wheelbarrow races, bear hugs, and the like give fully body sensory input and can help reset the system. I've noticed that our dd is calmer in the last few weeks and realized just as I was typing this that she's been working really hard on doing handstands. Handstands = heavy work in a major way.