...I may be the only one who doesn't always bother with under things? (other than the typical underthings, LOL) When I first started riding again, I asked this question here too. This was a link that helped me a lot.

How to: bicycling in a long dress | Let's Go Ride a Bike

For the frilly blows about madly dresses.. I keep an old heavy claw clip on the bike. I snap it down in the center of the skirt, between the knees.
And for the fuller ones.... there is a hair tye next to that claw clip!

I only ride step-through/mixte frames. I find getting on and off a diamond in a dress... disturbing. LOL