This is true of garter belts, as well—undies over! Unique Vintage has a ton of colored crinolines. Amazon sometimes has package deals.
I think you should always practice wearing something you don't normally wear tights, corset, even heels. Maybe I should consider depends! I have a corset although non-wedding and I need to practice wearing it because it doesn't bend. Other than checking for color match no "I can see your white panties through your sheer dress" and pantyline, go for breatheability.