I too wear shorts, thong and golf shirt when I play golf. Occasionally I wear lighter colored shorts and have to be aware of the thong / gstring I have on because of the shorts being see through. I have never had any thong slips while golfing but did have a funny experience when I first began shaving my legs years ago. We were on the first tee and one of the guys made a snide comment about my smooth legs. I immediately told him (in front of everyone else) I was flattered that he was looking at my legs. He turned as red as a tomato and didn't say another word.....and hasn't since!
