Grace Coolidge was not a "sweater girl", she was very much an elegant dresser in the haute couture mode, and I can't imagine her wearing sportswear anywhere but on the tennis court (or Worth - I mean, WORTH, having anything to do with her if she did.)
Frances Folsom Cleveland was indeed a beautiful woman.
There were other great beauties among the First Ladies - Julia Gardiner Tyler, the "Rose of Long Island", Harriet Lane, who acted as hostess for her uncle James Buchanan, Edith Carow Roosevelt, Ellen Axson Wilson (who's a distant cousin) But the all time prize for captivating First Lady is still held by Dolley Madison.
Don't forget Abigail Adams!