On Top: Sports Bras.
For exercise like aerobics or running, and even for Pilates and yoga, the sports bra is a better choice than a regular bra. They give a lot of support and coverage, yet they move well and are smooth under tight fitting tops and tanks. Sports bras have come a long way over the years and you can find them in just about any style you need to accommodate your shape and the cut of your tops. You can also find sports bras made of the new, breathable materials, which are great for those who get overheated.
On Bottom: Comfort and No Lines
There is no doubt that panty lines kill the look of a great pair of exercise pants so the thong rules when it comes to underwear for fitness. Many of you are probably thinking "of course, what else?" and you have a drawer full of thongs you wear everyday. But many women are not so comfortable with the "thong thing" yet. I have two suggestions if you are in the later category.
1) Forget the thong and go for whatever is smooth and lets you move well. Avoid panty lines with panty line free underwear. Yes, there is such a thing and Jockey seems to be leading the pack in that technology.
2) Hanky Panky. Wait - let me explain. A little more lingerie than sports oriented, Hanky Panky is the brand name for what are widely claimed to be the most comfortable thongs on the market. Their main feature (how many features can you have in a thong?) is that the waist band is wider than that of most thongs, making them more comfortable and less revealing when pants ride down -- which invariably happens from time to time in exercise class. (I know many of you Pilates fans are thinking of the roll up right now.)
Finally, let me say a word about shapewear. I know it's tempting to wear something that immediately does what your exercise class is going to take at least a few weeks to accomplish but I suggest you resist, especially if you are going to a Pilates or yoga class where a) you are going to need to breathe freely and b) an instructor has to be able to accurately see what you doing for yourself. On the other hand, if you need a bit of shapewear to feel comfortable enough go to exercise class at all or to wear your workout clothes in public, go for it. If you do, Spanx is the brand of the moment.