I wear no underwear whatsoever under everything but trousers (required for work), that itch like mad unless I wear boxers underneath them. Solved that problem now though by replacing them with decent jeans that don't actually look like jeans, so are work acceptable. So now I freeball everywhere, which includes home, gym, work, etc.
The GF bought me a pair of white adidas shorts recently, and I freeballed in them to the town centre for about 4 hours. Got more than a fair share of looks, and then noticed that if you looked at the side (rather than front or rear), you can quite easily see my cock swaying about. Oops. Didn't get embarassed, I just figured that people would only look if they wanted to see it.