I stopped wearing them years ago, looks better and is more comfortable having just one shirt on instead of two. Plus the issue you raise re: the shirt showing too much if the collar isn't 100% upright.

But I understand some folks don't feel comfortable w/out an undershirt and/or sweat too much to go buttondown-to-skin so if it's not possible my advice is professional cleaning. Find a local cleaner who's reasonably priced and have them do light starch on your shirts; the collar will stay straight up for several wears each time.