While I was on my trip to Europe I wore boxer/briefs (like briefs but with legs that fit close instead of loose). I wore them because I had no way of laundering the kilts between wearings and underwear can be washed in the sink and dries overnight.

In fact, on the last couple of days of the trip I went back to going regimental. It's much more comfortable going without.

Black and other dark colors worked well because they covered the bits without announcing their presence.