Having been buying men's underwear - for various men - for some 40 years now, I can give you some insight.

A jersey knit fabric - being stretchy, is always going to be more comfortable than woven fabric.

Overlocked seams - particularly if sewn with monofilament thread are usually very uncomfortable.

Overlocked seams are where you have the two raw edges of fabric held together by about four threads. A monofilament yarn is one single solid thread rather than the usual domestic variety which is multiple fine threads twisted together.

You might find that the angle that the leg is cut at makes a difference. Different brands have different styles, so the depth of the sides varies, as does the amount of coverage, front and rear.

Cheaper ones will almost always have less fabric in them, are often styled more as hipsters to save cloth and the quality of the making up may leave something to be desired, with the posibility of the edges of the cloth being sewn down twisted due to the speed at which the cheap ones are made up. buying a larger size won't help if the style is wrong.

I'm not sure that wearing very loose underwear is good - there is more chance of it getting pleated around a good pinch of flesh if there is loose fabric. Comfortably unrestructed but not baggy would be my thought on sizing.