Hm, I was being pretty harsh there...
Anyway, I think his "biggest" concern is the tightness of lycra shorts, at least thats what I thought him to have meant. Lots of people like to be...modest, and you can't blame them either. Of course I'm one of them.
I'll try to be productive now...
I second the padded underwear. Lets you wear whatever you already own, and wear shorts that have pockets in them. I use them, and then put a pair of black basketball shorts over them. Works perfectly; its comfortable and isn't flashy at all.