i have these running shorts that i love and do wear underwear under them. the underwear are the mesh ones, i can't seem to find them on their website otherwise i'd link them. i like them because they don't give you the super wedgie. the shorts stay lower too, i don't like high rise stuff, and they stay right where i want them.

otherwise i have a pair of compression shorts when i run longer also, which i don't wear underwear under.

ahh.... can't wait to run again.