I use these in white:
http://www.amazon.com/Under-Armour-H...7911537&sr=8-5

I got a couple of them using some coupons I had for Dicks Sporting goods, and I wear them under my jersey. Since they are full shirts I also end up wearing them when I run, or even if I'm just going to be outside for a few hours at the park. I might feel a bit odd wearing just sleeves on those activities. You can see through them in white, so they probably shouldn't be worn alone.