Never been into stockings, basques etc so usually knickers and bra to start with.
Now and again I do get a hankering for some nice tight clothing though, wet look leggings mentioned above, latex dress / leggings / catsuit, mini dress or skirt - that sort of thing. In which case it wouldn't come off, as long as there is easy access and doggy on offer I'd be well happy. Not many are entirely happy with this though, possibly because it takes a time to get into latex or they don't want to wash the clothes afterwards. I have supplied a pair of wet look leggings in the past though.