Ask yourself if you need a shrug. For the most part, you may not need a shrug or sweater. Most proms take place during warm weather, and even if the temperatures are still a bit chilly, the temperature inside your prom venue will probably be warm enough. Still, if you get cold easily, it may not hurt to look for a sophisticated little shrug or wrap to drape across your shoulders.
Around prom season, you'll usually be able to find lightweight, elegant little wraps made of delicate materials like chiffon. These are your best option since they are both fancy and functional.