I'm currently in OCS... so the gouge is pretty darn up to date.
YES - BRING UNDERARMOUR!!!! The only reason I don't wear it is because I'm not buying another $50 pair of running pants when I have a perfectly good pair at home that I was too scared to bring.
That being said, KEEP THEM IN YOUR CAR!! The candi-o's basically pack your bag for you so they won't let you take any contraband on the shuttle van anyway. You'll eventually get POV runs ... BE SMART. You can wear underarmor as long as it's not visable. As soon as it becomes visable, they'll say you're trying to be an individual. You're not going to want to wear it during PT b/c there's always a chance you'll have to strip the sweats and be in shorts and a t-shirt. (Kinda hard to hide any under clothing.) But, it is snowing right now, so if you wore it under your khaki trousers, I don't see it being a problem. Most of us wear them now, though we are in the candi-o stage and the drill instructors are much more lenient.
My advice, bring your underarmor and leave it in your car. At least then you'll have the choice to wear it or not. Most of my class had to run to the NEX and buy long johns.