In general no. Most professional Ballet schools disapprove, but it is fine for daily classes, especially if it is a black (or whatever color your school requires) sports bra.
I Allways Wear one, http://www.marksandspencer.com/Multiway-Sheer-Strap-Push-Up-Bra/dp/B000YFWJM8?ie=UTF8&qid=1265319572&categoryNodeID=&ref=sr_1_5&page=&node=42966030&sr=1-5&mnSBrand=core&rh=
Its Comfortable & Easy to dance in, and not visable,
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You usually wear tights under a leotard, but sometimes you might need to wear a bra... Usually warm-ups (including shirts, sweatshirts, pants, wool tights, jumpsuits, and sweaters) are worn on the outside of the leotard. You are not supposed to wear underwear under your leotard because it looks amateurish and not very neat, but some and/or most little ballet dancer (4-6 years old) wear underwear. They usually grow out of this habit, though. (:
Yes, I do. Usually a sports bra. Otherwise the bouncing drives me crazy. And, it hurts.
For girls, only a bra. No underwear because it will show under you leotard. For boys, underwear thatis it under tights Leo and shorts
Usually no. Typically there is a built in bra and a liner. Wearing a bra and underwear usually gets bulky especially when you are moving around a lot.
In ballet and in gymnastics it was required when i took them to wear a leotard.