To further my nomination of T.R. as the quinessential American style, here is what Teddy had to say about kilts in a letter to his son Kermit in 1906:

Mr. Grahame, whom of course you remember, is the intimate friend and ally of the leaders of the administration, that is of Governor Beekman Winthrop and of the Secretary of State, Mr. Regis Post. Grahame is a perfect trump and such a handsome, athletic fellow, and a real Sir Galahad. Any wrong-doing, and especially any cruelty makes him flame with fearless indignation. He perfectly delighted the Porto Ricans and also immensely puzzled them by coming in his Scotch kilt to a Government ball. Accordingly, at my special request, I had him wear his kilt at the state dinner and reception the night we were at the palace. You know he is a descendant of Montrose, and although born in Canada, his parents were Scotch and he was educated in Scotland. Do tell Mr. Bob Fergie about him and his kilts when you next write him.*

*emphasis mine.

T.