Boxer briefs are superior. They are tight enough that they support everything unlike boxers, but they don’t cut off and restrict like regular briefs. They also are a good mix of stability and comfort, so any other form of underpants is inferior by default.
The benefit of the added stability is that you don’t get saggy-nuts in 30 years like regular boxers.
I think we need some ex-Mormons weighing in (no pun intended) on this topic, but meanwhile I will share that when I state Azazel asked me to dress more formally when evoking him, it was the lack of underwear that he seemed particularly bothered by, though some effort at smarter clothing on top was also very cleary being requested.
Belial, on the other hand, doesn’t seem to give a damn (but doesn’t peek, either).