Hi & welcome ...
There are two possibilities. When you work with only one set of clothes do it like this:
Export with mhx2 (when using triangle meshes e.g. by Elvaerwyn please consider this:
http://www.makehumancommunity.org/forum/viewtopic.php?f=13&t=16965 ) ...
you should import your character it in Blender with mhx2 importer by overwriting the options like this:
So: decide if proxy when e.g. using genitals and load it with modifiers, which allows you to switch the faces under the clothes on and off.
In Blender you can switch the clothes on and off according to the buttons featured in the next picture:
(thanx for skirt and hair in demo-pic ... CC-BY by Elvaerwyn
)
When you use your character like a doll for different clothing, you should export a nude character first and then the clothes and try to thing of a library concept. They can be appended in Blender. However you have to remodel sometimes part of the clothes. Best done with e,g. proportional edit. That's the way how I started with my models, and those models had done almost each job you can imagine. I am still working like this today. Disadvantage: no masking. The reason: I combine different layers of clothes. A jeans should also delete underwear.
http://www.makehumancommunity.org/forum/viewtopic.php?f=14&t=13729