I have Wal-Mart Danskin sports bras because they were so cheap, but they've been remarkably good for support, price and durability. I don't run them through the washing machine every use, which wears out the elastic, but instead gently hand wash and hang to dry. Literally the only Wal-Mart product I'd recommend.
For modesty, I use soccer shorts, which have some give and length to them. Cotton-blend yoga pants if it's cool enough.
I prefer tanks to T's, but I don't have any really strong recommendations.