I feel naked without one, and I haven't even started HRT yet (and probably won't for a while either

). I wear a sports bra when out, since they're invisible underneath guy clothes, and a padded one at home.
The only days I don't wear one is when I'm going to the gym and don't have time to go home to change beforehand. I suspect revealing female underwear in the men's locker room wouldn't be a good idea. Perhaps especially since I also increasingly often wear women's jeans, red women's boots and other random items depending on my mood. It's not really
that noticeable, but showing off my underwear would probably make the people I train with put the pieces together, if they haven't already done so.