well I wear underwear 24/7. I think it serves the purpose similar to a bra in terms of:

1) keeping my bro and his 2 companions from bouncing all over the place when running/sports etc
2) keeping my bro and his 2 companions warm and snugly
3) keeping my bro from being noticed when he stands at attention!
4) keeping my bro and his 2 companions from grazing my rough jeans.