I wear a sports bra to bed some times if my nipples are too sensitive. Helps to have a little padding there to keep from getting "itchy". My GF loves stripping them off me as well, so there is an added bonus.
Most of the time out and about, I go free-style and do not wear one. I cannot run or jump without the support as they finally made the B cup range, but it is fine when just walking around.
I know some people hate them, but really...they perform a service when needed.