There are wicking undies sold through, for instance Sierra Trading Post at a discount. I've got some 92% nylon and 8% lycra "Body-sensors" by Terramar. Probably $10-12/pair at a discount. The particular ones I got were thicker and heavier than I'd hoped for.
Then I noticed some Jockey-brand undies in a department store. A low-rise brief in mostly synthetic mesh seemed great but there's not as much volume in the front pouch as their non-wicking version and I was constantly adjusting myself. But if you need less volume. . . .
For that and several other reasons, I prefer Jockey's very thin, very stretchy (80% nylon, 20% spandex) snug-fitting "Jockey Men's Underwear Microfiber Performance Boxer Brief". The style (especially in black) looks remarkably like bicycling shorts and I've worn them, sans-pants, as my one and only shorts. Light (77 grams per unit, size medium) and VERY wicking of sweat in that mode, they also dry super quick after a washing or a fording a deep stream. They are stretchy enough that volume up front wasn't a problem and (just like bicycle shorts) the snug (but not compressing) bit around my upper thigh was just fine. Those under thin nylon pants would dry as quickly as most linings, but if you go for a swim, you could just doff the long pants and dive in (a stealthy way to wash them!). You'd think they'd be immodest, but in black, contours don't show much and the audience would have to stare long and hard (cause we can't we talk undies without a double entendre). Also, since it is just a regular consumer item, there wasn't any outdoors premium on their price. Quick-drying saves weight if you bring less of them and foregoing outer shorts and/or a swim suit saves a lot. Here they are at 2 for $24:
http://www.amazon.com/Jockey-Underwear-Microfiber-Performance-Boxer/dp/B00C391VH2/ref=sr_1_10?ie=UTF8&qid=1372211352&sr=8-10&keywords=mens+briefs+jockey
1) No, I don't look that buff in them and
2) I actually have body hair, unlike an underwear model (shave grams not mammals, I always say).