I wear cycling shorts just about any time I'm on a bike. Usually, I pair that with a wicking athletic shirt (really cheap at wally world).
I just got cycling legwarmers in the mail (one week late damn UPS) so I can do rides in the cold (I really got them for commuting) a bit more comfortably.
Tried to cover my crotchal region in this picture with my shirt (regular cotton shirt, not a cycling jersey or wicking tshirt).
On a group ride a few weeks ago (when it was warmer and when I was borrowing a friend's CX bike):