Something that has been covered many times. 
It's unlikely that the original highlanders wore underwear and military tradition dictated that soldiers should not wear anything underneath either, hence the term "regimental."
Clearly the Victorian revival made the wearing of "long johns" difficult as they would have shown and I am not sure there were shorter alternatives available at the time.
But nowadays it's likely to be a personal choice though to preserve the sense of mystery one should never confess!
Personally I say mystery be damned! 
The term "commando" is inappropriate for the kilt as this is to to with not wearing something under trousers or other bifurcated garments.
[B][COLOR="Red"][SIZE="1"]Reverend Earl Trefor the Sublunary of Kesslington under Ox, Venerable Lord Trefor the Unhyphenated of Much Bottom, Sir Trefor the Corpulent of Leighton in the Bucket, Viscount Mcclef the Portable of Kirkby Overblow.
Cymru, Yr Alban, Iwerddon, Cernyw, Ynys Manau a Lydaw am byth! Yng Nghiltiau Ynghyd!
(Wales, Scotland, Ireland, Cornwall, Isle of Man and Brittany forever - united in the Kilts!)[/SIZE][/COLOR][/B]
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