I haven't had a yeast infection, at least not yet. For wicking, anything other than cotton just might do.

I happen to like these briefs which are just like standard briefs but are synthetic. They are marketed as "travel" underwear because you can wash them in the sink and hang-dry them overnight. I like them so much, I just bought six more pairs. Expensive for every day underwear, but maybe they'll last longer than cotton.

If you're like me and ride a fair bit, you may not like all that padding in cycling shorts. I do ride with cycling shorts sometimes, but not often. I get the kind with the thinnest padding available.