Since I have started crossdressing, I've always worn a corset. I'm pretty sure that my first online order was for a wig and a corset!
However, I always wear them under my clothes, not over them.
Recently I've switched to a waist training corset from Corsets Boulevard International. They are a large British manufacturer of corsets and have a vast variety of models and sizes for very reasonable prices (I had ordered "normal" corsets from them before). If you're willing to pay for the extra shipping, they're also fine in exchanging your corsets if they didn't fit well when you've ordered them.
The quality is great, even though they're not "fancy lingerie" (they have some nicer-looking models than others). They aim more at functionality than design. That might be off-putting to anyone looking for some gorgeous-looking underwear accessory.
On the other hand, if you're looking for something that will give you the perfect hourglass shape, this is it (well, you will need to add some hip padding too ;-) ). Their line of waist training corsets are incredible because they will stay in place even without lacing, which is weird (or perhaps it's just me...). They use steel spring whalebones on their waist training models, as opposed to the more familiar "blades", and maybe this also allows everything to stay in place.
Wearing them is comfortable enough, and I tend to use them at the office every day for a few hours, so the only day I don't wear it is Saturday (Sunday is usually dressing-up time!). And after a few weeks I've noticed a small difference. Small, yes, but not invisible. I'm curious how this will work out after a few years!
I don't lace too tightly, though — enough to give me the awesome shape I love to boast about, but not enough to make it uncomfortable. On my "dressing days" I tend to wear it for some 12 hours, and, at this point, while I'm still adapting myself to a new corset which works differently than the ones I had, I can say that the last couple of hours become a bit uncomfortable. But the first 5 or 6 are great — because it keeps my spinal cord straight, it actually relieves some tension, and makes me feel better, specially when sitting so many hours in front of a computer!