I wear an underwire support bra under my sports bra and a rashie over that. I've never had any problems with them coming out. Fit is really important though. Go to Victoria's Secret and get yourself sized. Find out what size sports bra they'd recommend for you. If you feel like investing $40/garment, they make amazing sports bras. They stay put and they don't put extra strain on the shoulders. Target carries the Champion brand and it's solid. If you need a less expensive option, that may work well for you. I'd be wary of any of the yoga brands (Shakti, Manduka, Lululemmon) because they're not made for friction and I question whether the softer fabrics would stay put. Nike and Under Armor both make compression sports bras and, assuming you get the right size, you'll not be popping out of those. Warning, they are very tight. This makes getting them on a challenge and getting them off while dripping with sweat a two-person endeavor. I also find that, after wearing them for about three hours, my shoulders start to hurt. Hope this helps.