Thongs are surprisingly functional. I purchased my first thongs just kind of as a joke (and a little bit of curiosity)... once I got them I tried wearing them to the gym when I used to do a lot of running, and it was actually super supportive and really helped relieve the chaffing I would normally get with my boxer briefs.
I like the feeling of the string in between my butt during sexy times, but I can't really stand it in normal situations.. if I start feeling it, especially while trying to sleep, i'll change.