While cotton underwear is the best choice for everyday wear and light exercise, such as yoga or walking, it isn’t the best option for vigorous workouts that involve a lot of sweat, such as running, kickboxing, or aerobics. Because cotton tends to absorb and hold onto moisture, sweaty workouts in cotton panties can lead to yeast infections, skin irritations, or odor. Instead, for your toughest exercise sessions, choose a synthetic designed to wick moisture away from your skin.