Alexander was a surprisingly smart man off the battlefield and he understood that people of the Persian empire outnumbered the Macedonian Rulers by a huge number. I use the term people of the Persian Empire because under this empire were many semi-autonomous regions that paid tribute to the Great King and each had their own culture and ways. In effect his actions were attempts to pacify the local populations. And below I will use some examples to show this.
Firstly, the precedent behind this idea of pacification came from Alexander's Father, Philip II. At the time of his accession Macedon had just suffered a catastrophic defeat to the tribes of 'barbarians' around Macedon and truly threatened the country. Over his early kingship Philip defeated each tribe one one by one and married a leading noble woman from each one. Olympias, Alexander's mother was from Eprius. This lead to Attalus a Macedonian noble and the father in law of Philip's last wife (they were polyamorous marriages) claiming:
'May you have many true Macedonian Heirs This led Alexander to throw a cup at Attalus and have a sword drawn on him by Philip. The 2004 film actually rips this encounter pretty much word from word from Plutarch's life of Alexander. Which I think is nice.
Anyway in relation to the question, what this shows is that Alexander was accustomed to seeing his father take steps to align somewhat to the people he had conquered to keep them in line. And thus it was only natural for him to carry on that path, although Alexander was not against the use of force (see the sacking of thebes)
This background let's look at three examples of how Alexander kept in tradition with his father.
Egypt. Alexander and then the Pltomies after him were exception at getting the Egyptians on side. The perisans had been disrespectful to the Egpytian religion and had slaughter the Apis Bull, one of the most revered animals in Egypt. Alexander did none of that. He willingly accepted the title of Pharoh of the Egyptians and after his trip to Siwah always referred to himself as the son of Zeus Ammon, an almacation of Zeus and Ammon the two heads of their respected pantheons.
Coinage. I have been studying Macedonian coinage of Alexander of Alexander a lot recently, coming to one conclusion that suggests that Babylon became the major mint for the output of Tetradrachms for Alexander's soldiers returning from India. Anyway. What did happen there was the continuation of the minting of the Daric coins. These coins were extremely Persian with symbols such as kneeling archers visible. What this suggests is that there were two economies or at least or that was spilt down two lines, one of the soliders and conquerors and one that was there before the Macedonian arrival that was civilian that Alexander knew would be too hard to overall and remove in one go.
Our final example although there are many more is the treatment of Bessus. Bessus was a commander under Darius III and during the final retreat of Darius after Gaugamela killed the Persian King. A theme common through the ancient world (See Pompey and Mithrodates, Caesar and Pompey) He sprung up resistance and Alexander moved to capture him. Upon capture Alexander had him treated as a Persian would by cutting off his nose and earlobes. This sent a message to any Persians looking to claim the throne that Alexander was willing to be brutal when needed and shocked the Macedonians, bit also pleased then to see him be tough on anyone with traitorous thoughts, albeit only when they foreign.
What these examples how then is the way that Alexander emulated his father in attempts to keep control over a much larger area of land with diverse people's. To answer then the question in a concluding sentence he appeared Persian as he appeared Egyptian, as he appeared Greek to keep control and appeal to the people of his empire.
Sources: Arrian Anabasis of Alexander the Great
Diodorus Siculus Library of History
Plutarch Life of Alexander
Quintus Curtius History of Alexander
Bosworth, A.B Conquest and Empire
Briant, P Histoire de l'Empire Perse. De Cyrus à Alexandre
Thonneman, P The Hellensitic world: Using Coins as sources
Worthington, I By the Spear
Edit-Formatting
Edit 2 - The spelling is shit. I'm sorry I am tired after doing night shifts and thus it effected my typing.
Edit 3 - Thanks for my first Gold Stranger
Lowesy's response is great. I just want to add a broader perspective. It helps to try and put the two cultures into perspective. Alexander was Macedonian, originally from a small kingdom north of some more famous city-states. On the whole Greece was a small place, and even though its language and culture would eventually have a large impact on the Mediterranean and Central Asia, it was relatively limited to the Aegean and southern Italy before Alexander.
Persia, on the other hand, was where its at. Literally the center of Afro-Eurasian civilization, it was a crossroads and economic powerhouse, a melting pot of afro-Eurasian cultures. On top of this, the Persians were (arguably) the first "huge empire," stretching from the Mediterranean to the Indus river valley, laying the foundation for the silk road and "global" trade. The Emperor was styled as the "King of Kings" and appointed by his god, and dressed himself and his court in the pomp and circumstance befitting of that title.
So if you're an up-and-coming ruler (like Alexander), and you want to both look and play the part of an Emperor, you're going to copy the Persians. The Greek tradition was relatively weak in this area; they had models for democracy, tyrant rule, and some semblance of empire based on Alexander's dad's setup, but nothing quite like the Persians. If you're asking the question, "what does a powerful badass emperor look like?" you're going to point your finger at the Persian Emperor.
Source: Anabasis of Alexander, by Arrian; also, Silk Roads by Peter Frankopan.
Can anyone actually outline how Alexander the Great took on Persian customs? The question just kind of takes that for granted. I've always heard of Hellenization as being the spread of a dominant Greek culture, not that there was an accepting of a dominant Persian culture.