I paid obscenely high prices for two gaffs. One had this pocket thing that you pulled tight, one was a reinforced thong.
Pocket was total crap, huge waste of money. The thong worked much better, but a similar effect can be obtained by wearing two or three pairs of underwear.
I really don't like to tuck and it's not necessary for me right now, but two tight nylon thongs under a tight more normal panty should give you good support and conceal. Play around with the pairs you have and layering, you might have better results with a different order.
When you first start, especially if you're not a transsexual crossdresser, putting on the clothes or the physical manipulation is probably going to get you swelling. Beat off first if you have to.
Later on either you don't get satisfaction from it (after all, it's just putting on your underwear, nothing special) or you get the satisfaction of looking 'right.'
I wear a size 5 panty, adult underwear doesn't really go smaller other than XS sizes from VS or forever 21, but the problem there is you may not have enough room at all. What you want is underwear that is tight but has the ability to hold you in place. If your body is bigger than mine, it's much easier to find a smaller size of underwear for a tight fit. The pocket gaff I mentioned above was physically too big for me to get it tightened.
Simply buying pantyhose (they're like 33 cents at walmart for disposable pairs, more durable ones that have paneling to hold your gut and sides in are more expensive) and cutting them is an option too.