I do all the time. I'm not big though, just a small B and firm so don't really need one much. Love feeling my tits free too! Its like a sad day when I have to wear one!
It's not that big of a deal. I go braless all the time, even once in a while at work w/ blk Vneck fitted cut dresses. A bra at times kills the silhouette and same can be said while wearing a thong.
I don't wear lingerie under fitted clothes outside of work. It's unnecessary.
In conclusion, go braless.
I usually wear a sports bra. Its keeps them firmly in-place whilst exercising.