You might want to look at Saddlebums and Andiamo (which makes underwear for the bicycle market.)
I've never used Andiamo myself, but they look like they're worth a try.
I have one pair of Saddlebums shorts and several pairs of Saddlebums tights. I personally find the tights more useful. I wear them as an outer layer in hot weather, and they're thin enough to wear as an under layer in cool weather. I really only wear the shorts when the temperatures are in the 55-65 degree range. Below 55 I usually want a full layer underneath, and above 65 I tend to want only a very light layer on my legs.