I'm honestly tempted to put my hat on at my locker and make my way to the exit (the exit I use is on the opposite side of the school) and if a teacher confronts me bring up the whole inconsistent dress code arguement.

I've noticed that teachers also tend to go on power trips when they feel like their authority is being called into question, so I'd be careful. Otherwise you might find yourself in some kind of trouble (albeit, undeserved trouble, but still).