Wear compression shorts directly against your skin, before putting on underwear or other garments. These shorts hold muscles in place and wick moisture away from your skin, helping to maintain a cool body temperature during workouts.Continue Reading
The more expensive compression shorts are made to be worn as outerwear and need no additional layer of clothing. Thinner shorts, used primarily for stabilizing upper thigh muscles, are used as undergarments and need workout clothes over them.
Compression shorts need to be in contact with your skin for maximum comfort and to allow the shorts to wick away perspiration during the workout.
The material should give firm support, enough for most men to not require a jock strap. The seams and stitching should not chafe.