That'll depend on your sweat levels, what fit you prefer, and what workout you're doing - that said, it's always preferable to opt for a non-cotton option as it simply isn't designed to sweat wick. Sure, it's great for day-to-day, but start sweating in it and you're likely to feel pretty uncomfortable, fast.
Moisture-wicking fabrics, like polyester, nylon, or bamboo, are all great options that'll keep your session lightweight and as sweat-free as possible.