April 03, 2015 02:30 PM

There’s not much Elisabeth Moss won’t miss about playing secretary-turned-executive Peggy Olson on AMC’s Mad Men, but after nine years the actress admits she’s not sad to say goodbye to the old-school undergarments.

“They’re basically like Spanx,” Moss tells PEOPLE of the on-set girdles and pantyhose she wore under her early-’60s wardrobe. “I don’t like wearing Spanx, and I don’t like wearing girdles either. They’re just annoying.”

Peter Yang; Jamie Trueblood/AMC

Although Moss says she was a big fan of the “pretty dresses” she got to wear for the role, her character’s style didn’t influence her own.

“If anything, it made me go in the opposite direction and avoid certain lines and avoid retro,” she says. “We all avoided retro for years because it would be like if you played a cop on TV and you went to a premiere dressed as a cop.”

RELATED PHOTOS: Mad Men star Kiernan Shipka’s Style Evolution!

One other look from the series she won’t be wearing out anytime soon? “Large-print-wool-plaid anything. It’s just not flattering on anyone.”

AMC/Everett

Moss also admitted that in contrast to all the glam cast members, her look in the past few seasons took only about an hour to create. “I had the least amount [of time] in the chair,” she says. But the time spent prepping to be Peggy in Season 1 likely took much longer (remember her shocking pregnancy?): “I wore padding and had three phases of facial prosthetics and gave myself five chins in the first season,” she remembers. “For me, that’s fun.”

As for her character’s signature ultra-wispy bangs, she learned to love them. “I didn’t like them at the time,” she says, recalling that she would pin them back when she’d leave the set. “Now I think they were incredible and iconic. At some point years afterwards, I was like ‘God, that was so perfect for that character!’ “

(And if you need further proof that Moss has moved on, check out the glam first selfie she posted on her brand-new Instagram account. Can’t get much more 2015 than that!)

Are you sad to say goodbye to Peggy’s style? What was her most memorable look? Sound off below.

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–Emily Strohm

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