Underpants may let them know when they are wet but will drive you crazy. Pullups are much easier since they will keep the clothes dry and still get the message across to your twins.
There is a type of "pull-up" paper diaper that has an agent that cools upon contact with urine so the wearer feels the coolness and knows when they are wet.
It depends on the child. Some children will take well to disposable Training Pants like Pull Ups. Others will not attempt to go to the bathroom with them because they fell like diapers. Start off in Pull Ups and switch to underpants if they show little progress.
