There's plenty of ways to be sexy without showing too much skin, especially in autumn weather!
You asked for "classy" and to be quite honest, I'm not going to give advice towards that because I was super into that aesthetic for the past decade and I'm frankly sick of it. But don't let that discourage you if that's what you want to do!
Casual is very sexy now, IMO. I've recently become a big fan of "normcore", which is a sort of tongue-in-cheek way of describing a simple, nonchalant aesthetic which draws attention to the wearer rather than the clothing itself. It's relatively inexpensive to build a wardrobe up in this style, and it involves bringing back a lot of classics which you may already have in your closet. You can even go to thrift shops or consignment stores and find nearly everything you need.
The staples to this aesthetic are well-fitting jeans and monochromatic, subdued tops. I suggest looking around for a pair of Levi's 501 jeans--they're not terribly expensive new, and they've been popular for a long time so you can find them secondhand pretty easily if you'd like. They taper towards the ankles and can make slim or angled features pop. Tops are a little bit of a trickier question. Try to stick to white/gray/black but make sure they fit well. Shop around and try on as many styles as you can. A good top can accentuate your features--remember, this aesthetic isn't about the clothes, it's about you! It can make you look smaller, bigger, more fluid, or complement any of your features that you'd like. One of the benefits of this look is that often the clothing is inexpensive, so if you find a cut or pattern that you like, purchase it in different colors or variations.
Limited accessorizing is what brings this look together. Generally speaking, this means a nice jacket and some nice shoes/sneakers. Bomber jackets, field jackets, and motorcycle jackets are in right now and give an "edge" to the look and help cultivate a little bit of excitement and mystery. I also use the term "nice shoes" loosely and can mean anything from a good pair of heels to a clean pair of sneakers. I've also seen people experiment with belts, bangles, and bags as accessories, but remember that the whole point of this look is to accentuate yourself, not the outfit itself.
You won't be showing off very much skin in an outfit like this, and each individual piece of the outfit isn't flashy or glamorous, but when you put them together they show YOU off. It also helps that this aesthetic won't break the bank--it's easy to give it a try and see how you like it.