I started with socks and when I bought my first few bras I bought the type that were mostly full coverage with a stiffness to get the shape smooth.
Sometimes I just rolled some nylons up and that is very soft and you can sleep well with them.
About 6 years ago I had some mad money and bought some silicone forms. It was nervous but fun to go in with a bra on under the shirt & ask to try some on (it was winter). The girl asked if I needed a bra & I said no, I have one on thanks

All they had was a D cup and that was fun to test but I wanted B so they ordered them. If I remember right, I wore them out under a coat, even stopped for a coke but my memory of the event is a bit fuzzy as I was sick at the time (home sick today too).
Now, like Jamie Ann, I buy full coverage seamless bras with underwire most of the time as they fit silicone forms very well and look great. Bali is a favorite. As I've written, I have some sport bras like Beauty that I picked up to wear either without forms or if I want a change.
I have found that bras cut to reveal cleavage, including demi bras are not so good with full forms (I prefer not to see them peek out most of the time). The shape can be wrong too. And the forms don't like the older "formed" bras I mentioned I bought early on very much.
It feels very comfortable to walk around with them. Sometimes I even jump up and down a bit to watch them move - after warming to body temp (takes a few min in the winter, brrr) they adhere some which make them even more natural feeling.
Mine are teardrop as most of the lower end ones are - I think I'd like to get some asymetrical triangles as a better shape. These are usually made for double mastectomy and can get expensive fast. The attachables have an appeal also but with the right bra the hassle may be too much.
Anyway, this has been way too long. The first resource I found is still the best - the Breast Form FAQ
http://www.blooberry.com/bformfaq/ by Blooberry is a must read.
Funny I bought these & not a wig. I still rationalize that this would be ok whereas a wig would probably freek my SO out more.
Anne