I quite like the idea of an oddworld beanie, but those in the image are way too invasive. I think it would be better to have the same sort of graphic more subtly placed on the side or something.
Oddworld has quite a few graphics that would work well just standalone on t-shirts or other apparel. I'd wear a Butt-Flo t-shirt for kicks.
Something like this might be cool as well, based on Meet the Scout from TF2:
http://store.valvesoftware.com/product.php?i=C01400
but with "Hello, Hello, Follow me, Okay."
Things that, if people who see it know, they'll know; and if they don't, it doesn't scream it at them. That's why I really like the Sekto Springs shirt.
That said, in another clothing thread from a while back someone mentioned a 'Three Scrab Abe Moon' shirt. I'd go for that.
EDIT: Oh, Valve already did it.
http://store.valvesoftware.com/product.php?i=CP201