I am SO glad for this thread. The question of underwear under the leo has been a moral dilemma for me lately. My 4 yo dd refuses to wear underwear under her leo, and I wasn't sure whether I should be insisting or not. Looking around the gym it looks like some do, some don't. DD wears underwear under her dance class leo becuase she also wears tights and they help hide anything that might poke out. For some reason she accepts this double standard (it helps that her au pair dresses her for dance class, so she gets that the au pair will not let her leave the house without underwear while mommy has a weaker moral fiber).
Now I'll let her continue to go underwear-less, as she wishes. She has a nice leo that covers her up well.
And only girl coaches so far.
Funny story- my 26 month old also goes to gymnastics, and I sometimes let her wear a leotard (usually just leggings & t shirt because the girl is not good about letting me dress her after class and I can't be bothered to chase after her with pants). Anyway she has heard this discussion about underwear with her big sister, and last time we got to the gym she was wearing a leo and started taking off her diaper- she felt that if big sis doesn't wear underwear with a leo she shouldn't have to wear a diaper. I know, a diaper sticking out is even worse than a leo... but dude, she's 2. She is almost fully potty trained but I'm just not willing to risk an accident in the foam pit. I think I'd have trouble going back there