It's situational.
Assuming the guest is going to be staying long enough to bother, hats tend to come off unless they're ball caps. Men here wear those damn near constantly, sometimes even in their own homes.
Coats, it depends. There's no strict etiquette to follow across the board. Most homes, you tend to take them off and the host will either take them, or direct you where to take them. But nobody really thinks it odd if you keep one on unless it's unusually warm weather, or it makes a lot of noise.
Shoes, it's usually not a thing to take them off as default. Most people are fine if you do as an invited guest, but won't object much if you don't unless they're dirty as hell. But there are still people that want all guests to remove their shoes, at least in parts of the house.
Pants, not too common for there to be a rule about at all
