I bought some sleeveless under armor compression shirts a few weeks back. I only wore them a few days before I got my surgery, but I wish I would have discovered them earlier. They are super thin, comfortable, and they keep you cool. I bought mine a size or so too small. They sell them at most sporting goods stores. They're not an extreme source of compression, but they do help out a lot. I was able to wear one less layer than normal, and I felt a lot more confident in them. Hope that helps.
Here's a sample of them: http://www.sportsunlimitedinc.com/unarheatgear3.html