When you say things look gay, you really mean they look too stylish for you. Dontcha? Anyway, you can try those BIKE shorts that softball players wear. Not the cycling shorts, but the ones made by BIKE company. They fit nicely and conform well to the thighs, and they are not Super-Stuck-Up-My-Ass kind of tight either. Or you can go to a Hiking Store and buy some trail shorts. They are made by Duck Head, Timberland, Rockport, etc... They are very casual and stylish, the cut is where the bottom of the shorts actuall reach about 1/3 way down your thighs. Not like most shorts that try to reach your knees and have big flared bottoms. do an online search for REI company, they sell them.
Or you could wear a thong.