I'm a little late to hit this thread, but if you like a certain pair of compression shorts but don't like to be seen in spandex...I run in a Nuu-Muu dress. Super comfy, pretty modest, and you get a nice little draft up the front, too. Their print fabric is cooler than the solids. Plust they DON'T have the built-in bra tops so you can wear a sports bra that actually fits right.

I'm actually trying to make a pattern off of the one I have to modify it for pockets, so if any of you creative people know where to get technical fabric let me know! (Just a project to keep me occupied while I'm couch-ridden)