1. I wear under armour shorts
2. There are lots of Yoga Mats out there. In my experience the towel matters way more than the mat. I like these towels.
3. Probably. Studios can very in terms of facilities and just how they're run in general. Class can also be quite different based on the teacher, even though they are all giving the same dialogue. I prefer teachers that give very specific feedback.
4. Diet can be very important - I've had Yoga classes where I basically felt like I was going to die, and the day before I had a lot of fried or trash food.
5. Try not to drink too much right before class. Most of the time I try to stop drinking about 30 minutes before class, and then after class I usually try and get at least 32 oz within the first hour or so.
6. Electrolytes also matter imo - I have been doing emergen-c's electrolytes mix, and like it just find. If I had more money I'd probably use nuun, Hi Lyte, or something like that.

I have Hanes, Fruit of the Loom, and Kirkland Signature (Costco), and UA boxer briefs. The UA ones feel strange, so I dont wear them often. They are my "oops, forgot about that laundry thing" pair. I like Fruit of the loom most of the time and really like the Kirkland ones. They are the most....snug fit, which I find to be most comfortable. I should also admit that most of mine are probably a bit too large as I lost weight and the Kirkland ones are the only ones I bought after losing most of the weight.

As for compression gear, I normally wear Nike compression shorts.

I have a pair of Under Armour compression shorts that I do not like as much as the Nikes. They are a bit thicker, but I still wear them on occasion.

I have a few pairs of Athleta tights, but also have these and these and find both comfortable. The first link ones I find to be a bit thicker, which is really useful as it is colder now, but I didnt find them too thick and warm in the summer.

My brother and a few others I know have bought the cheap gear from Target (Champion I think), and that stuff seems decent, they find it comfortable. So that could be something else to try out.

http://www.reddit.com/r/weightlifting/comments/2m6luw/your_favorite_underwear_brands_for_lifting_in/

That is a good post from a few days ago filled with comments about what people wear.

Here is my comment copied and pasted:

I have Hanes, Fruit of the Loom, and Kirkland Signature (Costco), and UA boxer briefs. The UA ones feel strange, so I dont wear them often. They are my "oops, forgot about that laundry thing" pair. I like Fruit of the loom most of the time and really like the Kirkland ones. They are the most....snug fit, which I find to be most comfortable. I should also admit that most of mine are probably a bit too large as I lost weight and the Kirkland ones are the only ones I bought after losing most of the weight.

As for compression gear, I normally wear Nike compression shorts.

I have a pair of Under Armour compression shorts that I do not like as much as the Nikes. They are a bit thicker, but I still wear them on occasion.

I have a few pairs of Athleta tights, but also have these and these and find both comfortable. The first link ones I find to be a bit thicker, which is really useful as it is colder now, but I didnt find them too thick and warm in the summer.

My brother and a few others I know have bought the cheap gear from Target (Champion I think), and that stuff seems decent, they find it comfortable. So that could be something else to try out.