Sometimes I go regimental but if I am going to wear anything, I go for the slip briefs as per Robbie's post (something we agree on Robbie!).

However, I did buy a pair of cheap white cotton boxers and my wife wrote the words "Perv!" on the back of them using fabric paint. I wear them if I'm going somewhere in my kilt where I think I'm likely to get "checked". The person doing the checking gets the message without me having to say a word!!

Cheers
David.