Reddit mentions of Orvis ExOfficio Give-n-go Sport Mesh 6" Boxer Brief/ExOfficio Give-n-go Sport Mesh 6" Boxer Brief, Navy, Medium

I practice many styles, so I'll give my recommendation for each.

Hot yoga/power yoga/any kind of sweaty yoga:
Shorts:
Pillar Short with Inner Liner, no underwear needed as they have a liner. Hands down my favorites. I've had my pairs for 2 years, no signs of wear or tear.
PrAna JD Short -- I usually wear this one with a Bike jock, as boxer briefs ride up too much with these.
I know some guys love wearing tights or spats, but I haven't gotten into it. I think if they're comfy, go for it.

Shirt: None, or if I do, a sleeveless Underarmour shirt

Other Yoga (Hatha, yin, restorative, etc)
Shorts: I love the PrAna Sutra short and pant. The legs are a bit long on the pant, so if there's any leg-on-leg standing balance (e.g., tree pose), I find I have to roll them up.
I've been really into these Manduka shorts as well, but I don't wear them for teaching, as they make my anatomy very... apparent.
Shirt: I tend to wear the sleeveless Under Armour shirts for most things. I also sometimes will just wear a regular t-shirt for restorative or yin. If I'm cold though in those styles, I cover up with a blanket.
Underwear: I am a huge fan of the Ex-Officio Sport Boxer Brief for yoga.

I personally don't wear compression shorts for yoga.

Hope that helps