They're true to size. Wear size 32-34 pants (depending on the brand), weigh 170, and wear a medium and they feel pretty nice. If you want them a little looser, I would size up.
They wick very well. When I wear them in the summer, my gym shorts always come off super wet from all the sweat, but my compression underwear is usually pretty dry. I also have their cold gear leggings and they're very comfortable as well.