I wouldn't go with the GK one, unless you can't find much other selection in stores, they're kind of expensive for nothing special. You'll need one with straps for most leos (not the t back kind) but might be able to find something like that at a store like target. In my experience sometimes that outline is going to show, unfortunately, with the lighter shiny fabrics that tend to be favored as leo tops, no matter what the bra is. I'd just try to minimize it as much as possible. Skin color or as close as you can get will probably be good if it's white or light colored - should show less than a white sports bra.
You may want to look at some of the specialty stores for female athletes and bras...these are undoubtedly better than GK I suspect. I can't think of any off the top of my head but this market seems to be opening up - if you go to the Old Navy site and look at the top tabs, I think they might have a new subsidiary that is for female athletes.
In my final years of competition (read this as: when i actually needed a bra) I just wore one of those camisole sports bras from...I think it was somewhere awful like target or walmart. I had an underwire sport-bra-built-like-a-real-one too, but it was sort of overkill for what I was working with. Up close & personal the straps showed, texture-wise, but that's going to happen. Gymnasts wear spandex.
If there are any stores in your area that sell dance apparel, try looking there. They usually have a large selection of all types of undergarments. Take your leo and see what will work best. Our kids all get the bra in the same color as the leo.
I LOVE LOVE LOVE my GK one. It's the only one I use for my meets. It's very good at, er, "squashing" them, if you need that. If you don't, I'd just find a skin colored one at walmart or whatever and go with that. The GK one IS nice, though.
I go to a local dancewear store and buy a couple tan/skin-tone bras. Right now I have one I really like - it's got thin straps and it's low in the middle (although that doesn't matter cause my leo has a highish neck). Although I would prefer a sports-bra type one, I think the thick straps would not look good even though you can barely see them far away.