No underwear, ever. ,,,,,,-I ride a recumbent though, so no chamois cream thanks ;>)

Problem at the bike store is, if you don't wear underwear when trying pants on, clothing stores generally make you buy it--or won't take the item back. And yet, you can't try them on properly while wearing anything under them.

So you might end up stuck with a couple pairs that don't fit right or don't work well.