I also wear underwear as the liner is never tight enough.
I wear patagonia sport briefs:
http://www.patagonia.com/us/product/patagonia-mens-active-sport-brief?p=32448-0-950
They are kind of pricey, but they last FOREVER and feel perfect. They are kind of like a liner, but fit better. They are super thin and low profile, so you don't even know that you are wearing them.
I own three pairs and run doubles 3 days a week. It sounds gross, but all you have to do is wring them out with some soapy water and they are fine. I wash them in the washing machine at least once a week.
These are your answer if you wear underwear but have a hard time finding some that aren't annoying as hell.
Hope it helps.