Cav's advice is best for just about any interview, but especially an airline pilot interview. Either charcoal or navy blue (not too light of a navy), white shirt, red or yellow tie (think Reagan/Clinton power tie), socks that match the trousers, and conservative lace up dress shoes. Avoid cuff links, because they're too flashy for an interview. Make sure you have the collar stays in the collar to keep it looking sharp, and have everything pressed neatly with the shirt starched. Windsor knot on the tie is best, but half windsor also works. Just avoid the four-in-hand knot, as it looks lazy and sloppy.
Some people will tell you that this stuff isn't that important. Those are the people who may lose an opportunity on a great job just because they were too lazy or cheap to dress the part. Just follow the formula and you'll be good to go.