Subligaculum

Romans did not wear underwear as we know it today. The closest article of clothing to our modern "underpants" was a pair of shorts or loincloth called a subligaculum. Both men and women wore the subligaculum or subligar, at least some of the time under their regular clothing. Gladiators were often depicted in art as wearing a subligaculum and nothing else.

If you wish to go "commando" or whatever, feel free. The rest of us don't wish to know. Most guys feel the need for support for the "boys" — just make sure said support is a dark red colour. We don't need you scaring the children or visitors.