I usually wear shorts that are too worn out for the road bike, such as my Cannondale shorts that had the foam split inside the chamois or some Nike knickers that have a horrible horrible chamois. I do really prefer my bibs, though. I'll just do the Fred thing of wearing an athletic top/base layer on the outside of the straps, since I don't have a jersey and don't need a pee break in the middle of a spin class. When in doubt, I just wear normal athletic capri tights, but yeah, that calls for more underwear laundry to do.