It's true that inconspicuous underwear looks better under slim-fitting shorts or pants. But thongs are not the best solution. When you sweat and move around during exercise, rectal bacteria can travel along the thong to the vagina, which can lead to infections both in the vagina and the urinary tract. This type of underwear can also exacerbate an existing irritation. Instead, pull on seamless, nearly invisible underwear bottoms in sweat-wicking material.