I recently picked up a package of small (30-32 waist) boxer-briefs specifically for when I play DDR. Often times when I start jumping around so do my privates, and that does get a little awkward to hold down in the middle of a jump. The only way I can get the form-fitting look/feel the way the package shows is to pull them all the way up to my belly button, and that's just not going to work.
Ahem, anyway, my point is that since that doesn't seem to be working very well, I decided, on a whim, to just wear them one day (yesterday) to see how they feel as regular underwear. So far my impression of them hasn't been entirely favorable, largely because after sitting down and wiggling around for a while they tend to ride up, and don't ride back down very easily.