Tuxedo. I, too, have heard that it was considered vulgar..I rummaged around some late 19th c.-early 20th C. etiquette books and did not find any suggestion that you should not say "Tuxedo." But, I did find some more modern statements along the lines of "tuxedo is itself a vulgar slang term for an informal dinner jacket."
It may be more of a genteelism, however. In Sinclair Lewis's Babbitt (1926), Mrs. Babbitt is trying to get her husband to wear a dinner jacket to a party:
>"Now see here, George: I want you to put on your nice dinner-jacket that evening."
>[snip]
>"Everybody knows I can put on as expensive a Tux. as anybody else, and I should worry if I don't happen to have it on sometimes. All a darn nuisance, anyway.
>[snip]
>And oh, Georgie, I do wish you wouldn't say 'Tux.' It's 'dinner-jacket.'"
>"Rats, what's the odds?"
>"Well, it's what all the nice folks say. Suppose Lucile Mc- Kelvey heard you calling it a 'Tux.' "
>"Well, that's all right now! Lucile McKelvey can't pull anything on me! Her folks are common as mud, even if her husband and her dad are millionaires! I suppose you're trying to rub in your exalted social position! Well, let me tell you that your revered paternal ancestor, Henry T., doesn't even call it a 'Tux.'! He calls it a 'bobtail jacket for a ringtail monkey,' and you couldn't get him into one unless you chloroformed him!"