Many pregnant women find that maternity underwear is best. They restrict tightness and will provide support as needed. Make sure not to wear too tight of undergarments as they will cause pressure on your unborn baby and could result in you being uncomfortable. Some just wear what is called granny panties.
Cotton is best, because it breathes and maternity underwear is usually the most comfortable, it is more narrow and lower in the front to accomodate your growing belly. There are different kinds for personal preferences.