Wearing fundoshi does take some getting used to -- but once you have worn fundoshi for a few days, it's difficult to go back to briefs or boxers. One of the important things to know is what you are looking for in terms of comfort: freedom of movement, a "barely there" feeling, support, softness, or some combination of those attributes?
If your chief concern is a "barely there" or "not there at all" feeling with your undergarments or lounging attire, then really etchū style fundoshi are the way you should go. The simple design exerts no pressure at all on your body parts. Etchū fundoshi are feather-light -- not even boxers can rival their tactile invisibility. Plus, ettchu fundoshi are sold in a dazzling range of colors and expressive designs. This style of fundoshi is ideal for hot summer weather when you want just the slightest whisper of support or just enough covering to be modest. Etchū fundoshi also offer broader coverage of the buttocks, so if you are confidant and wear them out-of-doors, there is no question of their legality. Even if you are in the American Bible Belt.
mokko style fundoshi are a nice hybrid of the two main types of fundoshi (etchū and rokushaku), combining the easy fit of ettchu fundoshi with the more minimal coverage of rokushaku fundoshi.
On the other hand, if you are looking for a little more support, security from "wardrobe malfunctions," a more traditional appearance, or a little less coverage, rokushaku style fundoshi will suit you quite well. "rokushaku" literally means "six feet," and is also used to describe the 6-foot bo staff used in martial arts combat (the "rokushaku bo"). The 6-feet of fabric that makes up the rokushaku fundoshi is wrapped around and between your legs and waist at your crotch, using the natural shape of your body to create a secure and supportive pouch that simply will not come off -- until you want it to!
You could water ski fearlessly in rokushaku fundoshi (that is, if you are fearless enough to wear fundoshi at all!), or run marathons, or literally any activity with no fear at all of the fundoshi coming unwound. It is a graceful and highly functional design that keeps your genitals contained and out of harms way while still displaying them to their best advantage.
As for comfort of wearing, within seconds of putting on mokko or etchū fundoshi, you'll forget you have anything on -- no particular comfort issues at all with either style. It is rokushaku fundoshi that take a little acclimating, at least for the newbie Western wearer who isn't used to feeling anything besides an elastic waistband or the comforting closeness of briefs. I can say that after a couple years of wearing fundoshi at least 1-3 times per week, it is rokushaku style that I turn to the most frequently. I rarely (if ever) wear mokko fundoshi.
There are numerous advantages to rokushaku fundoshi over most commercially available underwear. Chiefly, though, is appearance. Nothing displays your masculinity as well as a well tied rokushaku fundoshi. For one thing, your penis lays against your abdomen in an upwards position, comfortably, all day long. There is no need to deal with the "right" or "left" hang, no need to feel like you are dangling down one or the other pant leg. Additionally, if someone is checking out your package, it is right where their eyes will fall -- symmetrical -- and should an erection occur there is no awkward stretching of fabric or obvious poking of your pants fabric (although the bulge will be quite nicely outlined.) Underneath jeans or fitted pants, rokushaku fundoshi looks quite simply smashing.
The first thing that takes getting used to is finding the right tightness to cinch your fundoshi. I'd recommend tying it just a bit loosely at first, and gradually cinching it tighter each time you tie a fresh fundoshi on. While tying your fundoshi loosely is more comfortable for sleeping, for example, it really doesn't function well (or comfortably) if you are up and about.
As I'm tying on my fundoshi, I cinch it firmly at each step. Obviously, don't hurt yourself or cut off circulation -- you'll know if you've gone too tight -- but part of what keeps a fundoshi on (and prevents those "wardrobe malfunctions") is tying it snugly. In fact, there is a Japanese expression, "to tighten one's fundoshi," that can mean focusing your mind, preparing for battle and/or action, or behaving in a virtuous and manly manner in the face of responsibility and hardship.
There are some other things you can do to get accustomed to wearing fundoshi. While many diagrams and instructions recommend twisting the fabric as you draw it between your buttocks and around your waist, I generally lay it as flat against my skin as I can. No twisting, except one single twist just behind my scrotum each time I pull the fabric back, between my legs. This one single twist accomplishes two things: it pushes my genitals slightly forward, like Calvin Klein underwear does; also, it applies just a little constant pressure against my perineum (the fleshy, nerve-rich mound of muscle between your legs that is alternately called "the taint" or the "male g-spot"). Pressure on the perineum can range from being mildly pleasurable to being downright erotic. It really depends on your state of arousal and stimulation.
I highly recommend getting to know your perineum.
My best advice for the fundoshi neophyte is this: practice tying your fundoshi till you find the way that feels just right for you. Wear it, either around the house or under your street clothes, for short periods of time until it feels right. Try wearing it for a day at a time, or overnight. Tighten or loosen the fundoshi as you see fit. Check it in the mirror every once in a while -- does it still look well-tied? Does it still flatter your body? Try different kinds of fabric, different widths of fabric. Try lounging, sunning, or being active. There are literally hundreds of variations on how to tie rokushaku fundoshi, so if you've found a comfortable way to do it, I highly doubt anyone would consider it "wrong."
Mostly, just get comfortable. Wearing fundoshi is just like wearing anything else -- if it causes you shame or embarassment, it's probably not the right look for you. But if it makes you feel proud, sensual, unique, daring -- now you're getting somewhere!