I wear an underwire bra without padding... my band size is a 28, so I have a really hard time finding bras that fit and I don't have much of a choice.
If you do experience pain from the under wire or straps 1. make sure you are wearing the proper size and style of bra -- get professionally fit. I was wearing a 32 band size because that's the smallest most American stores carry, then I went to a professional shop that measured me and said I'm actually a 28 (no wonder the 32 never fit right).
2. If you still find it a problem and have a heavy or out of proportion to your body chest, reductions are sometimes necessary to relieve the pain. For some reason, people are experiencing excessive chest growth (even in really skinny or underweight people).
If you're flat and can go braless, or smaller busted (AA, A, or B cup) and can wear the soft cup bras or bralettes, it's pretty easy to find a comfortable bra.
About the pajama/comfy clothes discussion -- as an undergraduate, like everyone wears sweats and stylish sneakers, Uggs, or boat shoes, and sometimes pajamas to really early classes. There are some pretty stylish pajamas out there, so I wouldn't say they're all something to be ashamed of wearing.
I find everyone dresses for comfort; I like to wear that kind of stuff, but I also feel when I get dressed up (like in jeggings or leggings, boots, a tunic and a sweater) I feel more energetic and confident. Some of the sweatsuits can be really stylish... actually any athletic wear. I think that's definitely the way to go for a comfortable and more presentable outfit (like if you want to go shopping or have to go to a doctor appointment and don't want people to see you in pajamas).