From top to bottom, I wear Nike Pro Sleeveless shirts. They are a great combination of comfort and some compression without being too tight. They also handle moisture better than UA products, and I'm a world class sweater!
Brooks (running) makes a fantastic pair of briefs that I wear for all athletic purposes, even when officiating. Even when we wore white knickers, I had the black briefs covered by a white pair of tights. Don't wear cotton underwear -- get something technical to wear here.
For every football game I've ever worked, I've worn UA tights. My first year, they came to just below the knee, but I didn't like the style. Since, they've been full length. This year, I'm considering a new pair of running tights. I'll probably go look at some this month at the local running store. I don't like the style of the Nike Pro or I would wear them.
As with the briefs, there is only one brand of athletic socks I wear -- Feetures. I wear the lights as an under sock and the regulars as the one on top -- at least now that we have the black pants (they come in black). Works perfect for me. These socks control moisture well enough without getting hot.