Depends what I'm doing but on a general day to day basis normal pants. As long as they're cute ones and not big fat granny pants then I don't have a problem with them. But if I'm wearing something white or that will show a VPL then obviously thong. It also depends on who will be seeing them. If I'll be changing for sport or something in front of people then I'll cover up a bit more than if I'll be with someone special. All depends.
Comfort wise, both can be just as comfortable but it does depend on the individual pair I think, not the style.