Run, baby, run
Unlike my wear-a-jog-bra-in-bed-for-a-better-bustline girlfriend, I think lycra and spandex from Target is for the gym. (I'm actually a Nike fan, myself. Better wicking, comfort and, very important, style.)
A gorgeous, soft and sexy bra--that's the way to go (but of course, there are no guarantees it'll stay on).