User blog comment:Hulk10/Thoughts on Superhero attire./@comment-4651179-20150225020927

According to New Avengers #5, Spider-Man doesn't because he chafes. In the same issue is implied Spider-Woman does (or at least her Skrull impostor Veranke).

Iron Man uses an undersheath or his regular clothes.

And in an issue of X-Men: Legacy, part of a sports bra could be seen under Rogue's battle-damage uniform.