I find thong underwear very comfortable. I would be embarrassed if any one other than my wife knew that I occasionally wear thong underwear. ODD? I assume its not that uncommon for men to wear thong underwear since you can buy them at K-mart or Target.
I wear a thong sometimes, or a suspensory or jockstrap when I just want to keep my balls supported. Love to go without when I can, but it's not always practical...