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Sorry but I'm continuing with my Galar boys underpants headcanons regardless of whether (You) like it or not. ...Mainly because I finally started with it, and I'd feel incomplete if I didn't get out all the ideas I currently have, so.
Next up is Leon! Leon unironically wears jockstraps. His philosophy is that, in order to be the Champion, you need to centre your entire life around it. From training, to nutrition, to even his choices in fashion, it's all the stuff that makes someone feel like a winner.
For the rare times he actually turns-down though, such as before bed (even then, it's debatable if he ever really shuts-off completely), he'll slide into something more comfortable, so I think he'd go with boxer-briefs. They must, of course, have fun designs that would appeal to him. So, essentially the Pokemon he uses on his team... and most definitely loads of Charizard-themed pairs.