Pettipants, also called a split slip, are an old-fashioned garment with a practical modern use. These shorts are made of nylon or another silky material and serve to keep your thighs from touching and keep your skirt smooth. You'll find them in department stores that cater to a more mature crowd, typically in black, white and beige. Some styles allow you to clip or trim the hem to create a custom length.
Snug cotton and Lycra bike shorts are another option under your dress. If you want a modest solution, bike shorts can let you climb stairs, run to grab a cab or even ride a bike in a dress in comfort. Cotton blend fabrics may cling, causing your dress to grab and bunch. You may have difficulty finding beige or nude bike shorts, leaving this solution best saved for dark-colored dresses and skirts.
Shapewear offers another shorts solution. Thigh shapers are a control garment shaped like a bike short. While high-powered control shorts may be less than comfortable, light control garments can fit well and keep you comfy. Your skirt won't cling to these shorts and they'll give you a smooth line under even clingy knits. You'll find beige and black in most stores and may turn up chocolate or other shades of nude.
While they're not commonly available, some lingerie companies and plus-size retailers offer lightweight cotton knit or stretch lace shorts designed to keep the thigh issue away. These shorts are lighter and more breathable than a bike short or thigh shaper, making them ideal for hot climates. Lace at the bottom of each leg eliminates bulges and creates a smooth line.