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.