You can get customised jerseys but there are rules to who you can have and so forth. I do have a contact who will customise a blank jersey to anything you like. I think it has something to do with the NFL. Montana, for example, didn't wear the current style jersey and purists wouldn't buy a current jersey with his name on as it has to be the right jersey.
I think we should be able to have what we want, within reason. If that's what you want then it can be done, but like everything it costs money.
A jersey should be as loose as you are comfortable with. Everyone has their own preferences, go with what is comfortable for you.