Personally, I can't stand underwire bras.
A few years back I tried my first cotton sports bra, and after that, I was hooked! It's the only bras I wear now. <img src="/images/graemlins/smile.gif" alt="" /> I usually buy mine at WalMart, and if I recall correctly, they're about $7-$8.
Queen Latifah has a new line (Curvation) at Walmart, including sports bras for curvy women...but I haven't tried them yet.