I like Bali underwires. They have a lot of different styles. I have a lot of success with them, but I think it's because they fit me well. A lot of underwires are well padded these days. Unless you get some cheap "decorative" type bra, I don't think you should have too much trouble.
Lane Bryant bras are strange. I always feel like the wires are poking me in the armpits. I think they've gotten better in the last couple of years, but they're definitely "set" wider than other bras. I'm something like a 40 C, and my LB bras spread my breasts out so they're pointing out at angles. It's not necessarily bad, just different. It's almost like the back band is shorter and the cups are set further apart.
One thing I learned when I worked at Lane Bryant and fit women for bras was that the underwire should lay flat against your chest the whole way. Most women (even the ones who worked there) were wearing too small of a cup size and the wires would stick out between their breasts or at the arm pits. Not good! We practiced measuring each other and almost always came out with a smaller band and larger cup than what we were wearing (which seemed to be the trend on the Oprah show too).
It's always better to be measured by someone else. For some reason, we aren't reliable when we measure ourselves. I'm not sure about the whole "adding inches" thing either. Some places say add 3-4, some say add 5. If I follow the rule for 5, I end up in a 42 B. There's absolutely NO WAY. These things are not a B. I seem to have better luck with the add 3 or 4 rule. In any case, I just have to try them on. Every brand is different, and sizes even differ within brands.
I was recently shopping for a longline shaper thing to try on with wedding dresses and I was so angry. I picked up a 40 C in a bra and in a shaper from the same brand of similar design. The bra fit and I couldn't even HOPE to fasten the shaper. What the heck? Sometimes things are labeled wrong... but... And of course you're hard pressed to find a 40 in a normal store. There was only 1.
I haven't worn an underwire bra since highschool... and I hate it. I gotta tell you though, it makes a difference in how I look. The girls are up where they belong, I look like I've lost weight... but man, it's nice to be comfortable too... I must have the wrong size because I am constantly fidgeting with it.
I found great Microsateen no-wire bras at LB that fit, and are super comfy, and put -- and hold -- everything where it belongs. But I also had the girl measure me there, and I'm a 46D -- eek. But they finally fit! Don't know if this is nationwide, but here LB is having a sale through the beginning of January for buy 2 Cacique bras, get 2 free, so you know I will be there RIGHT after Christmas. 
