White shows stains easier than darker colors. While tighty whities are as much apart of men's wardrobes as any kind of underwear, you're really better off keeping your bottoms black or blue. Not saying you're having any accidents, but to be fair, dark shades will hide any issues you may run into.

If you consider underwear to include undershirts, then you're undershirts are what you want on the lighter side of the grey scale. While you may think that this will show sweat easier (and sadly, it most certainly will), if the function of an undershirt is to sit…well, under a shirt, then you want something that isn't going to be seen through your outer layer. White will smooth out your appearance and, if buying a v-neck, won't be seen under your buttondown shirt either. As far as any undershirt stains, well, there's a reason they tell you to recycle your white tees after a couple months.