Men should wear shorts or tights and nothing in between. Capri's are definitely for the girls. IMO you don't wear anything underneath your lycra and nothing over it. Underwear creates unnecessary chafing spots. And why would you create layers over the lycra? As long as you are running, you wear the appropriate outfit and don't have to feel ashamed about anything. As long as we run we're the ambassadors of a healthy life style, so we're not the ones to feel ambarrased about anything! The moment you stop running and will go buying a bread, everything changes however, please wear something additional, otherwise everybody will be staring downwards...
Well built men and women both look excellent in tight fitting lycra, it enhances the sportive looks. So: DO run in your lycra and enjoy your run!