Right now, I don't tend to wear form-fitting workout clothes to workout. As for VPL my attitude is, I'm just there to workout, not to impress. I'll do the impressing after my shower. :)
There are options, though. I know at least one manufacturer called Soma, has panties that don't have elastic and the leg opening, so no VPL. Another option might be, I think they're called boy cut panties. They're a tad longer than regular panties and don't have elastic around the hems. If you get some in fabric that's thin enough, they might not show through.
I hope you're still looking at the suggestions.