I live in Houston, and we walk/jog about 6 miles a day almost everyday of the year, rain or shine.
As hot and humid and rainy as it is - I only wear a t-shirt and shorts usually and I go commando style due to the heat and humidity.
I do recommend that you Do Not wear material that is shear for your short when soaked in sweat

I use smart carry and/or a Tucker Cover Up with shorts and jeans.
Thanks, gamboolman...