I don't really own any shorts that offer enough support.
I am not trying to be funny, it is just that usually the liner is really loose, and while it keeps them from hanging out, it doesn't hold them snug.
I went through a few periods when i didn't wear them, but it was never as comfortable.
I wear small wicking underwear - like from patagonia or something.
Speedo is a good idea, never thought of that.
It is not good for your balls to bounce around, it can end in a twisted testicle or a hydrocele (sp?).
I would say about 75% of the guys on my team wore underwear of some sort in college - usually the bikini brief kind.