I went regimental at my brother's wedding (though the priest had to teach me how to sit) and I plan on going regimental when I finally get my kilt (if it is appropriate for the situation). With pants you have options... you can go commando if you want, or wear shorts if you want. Only makes sense the same should apply to civilians in kilts.

But speaking of going regimental... an old lady at the place I used to work told me this story. She was so Scottish she'd blow your mind, and her husband was Irish (Harley Flynn, could he have a more Irish sounding name?). Anyhow, he was in the Canadian Black Watch during WWII, and apparently when the soldiers were in the barracks they had to go regimental. At inspection time their commander would walk down the ranks and lift their kilts with his cane, but only so far as to see if they were wearing shorts or not. So what Harley would do is roll his shorts up as far as they would go, creating a bit of a 'diaper effect', that way the commander would only see leg when it was time for a kilt check.