I am just trying to calrify. I kinda think this thread was started b/c people wear just sports bras to practice in not as a normal "sports bra" is used under a tank or a tee. These really pretty decorative sports bras are just that and most are 1: uncomfortable for some people 2: people feel naked in just that, 3: need more support.
My thoughts, just double up. I have done that in the past just based off of comfort alone especially if I was running around a lot or jumping. You feel less "naked" too :-)