I've been doing something similar to this for a while with sports gear - in fact, I was doing it for most of this afternoon
I aim to wear something that looks like normal sports gear, but is actually underwear.
For instance, I spent most of today out riding my bike. My top was a normal cycling top, but instead of bike shorts I was wearing long boxer briefs - something like
http://www.jockey.com/products/Sport...r-Brief-2-pack
I think that later this summer (I'm in Australia) I'll try something different. Guys seem to be guying for pretty short shorts this summer, so I think I'll try going out for a walk wearing just a pair of boxers.