I recommend that you wear underwear that is light and breathable, with the ability to transfer sweat away from your body.

 

I also recommend you wear long underwear and a long sleeve shirt in place of the one-piece suit. This will give you the ability to change into a fresh shirt during intermission, so your upper body armor and gloves will not get soaked and weighed down by the end of the game. 

 

It will also help to dry your gear faster and prolong the life of your gear.