General underwear:
* Sous-vêtements (most common and general)
* Vêtements de dessous (less common but also general)
For specific types:
* Culottes (for women's underwear)
* Boxers (for men's boxer shorts)
* Slips (for women's slips or camisoles)
* Brassière (for women's bra)
* String (for women's thong)
It's always best to use the specific term if you know it, but sous-vêtements is the safest bet for general use.