I STILL wore thongs. I can't do the no underwear thing
There's a store in my area (can't remember the name) that sells really nice vic. secrets type stuff for a fraction of the cost. IT's a warehouse and the things are of really good quality, cotton etc. I just go there and by undies in bulk usually 5 for 10 bucks or 3 for 12 depending. I use those for working out in.
So yeah, I use thongs. They're not uncomfy at all. I tend to still wear jazz pants and capris for working out. If I use tights it's usually for running in. I recently bought a running skirt and I can tell you, even though it's got a built in brief, I'll be wearing my thongs with it.