Here's my 2 cents worth. The ONLY time that I wear anything under my kilt is when I'm playing paintball in it. And then that's because little, high speed projectiles can hurt when you get hit in the "regiment". Other than that, even when I'm owling or out for a nighton the town, I give in to the comfort and freedom of the regimental style. And as far as wind goes, I live in Kansas. And I have yet to have a blow up/open.