I workout in a powerlifting gym, and have slightly larger thighs than most.  I don't look like a centaur... but my old brand of underwear let me down on this.  Asking on Reddit, folks recommended the exofficio sport mesh briefs and boxer briefs, saxx boxer briefs, and underarmor boxer briefs.  (I was wearing Mack Weldon's and Diesel, and the Mack Weldons... no bueno for bigger legs.)

These were supportive up front, and about as loose at the leg as they were at the waist; it's a win.  The boxer briefs were a bit less flattering.  The saxx... were a bit too much.  The underarmor were tight around the legs, maybe more forgiving than the mack weldons, but meh.

So anyone with slightly bigger legs, but not yet centaur thighs?  Buy these.