I have always been a big fan of Champion sports bras. They have varying levels of support. I found one I love at Kohl's for $25 regular price. They are on sale thru today for $18.75. If you have a Kohl's charge card, you can enter the promo code SUMMER30 to get another 30% off. Again, this is only good thru May 19th (I wish I saw this sooner to share the deals! ;) ). Here's a link to the one I bought
Champion Double Dry Reversible Seamless Sports Bra

I am a 36C and purchased a Large. I probably could have gone with a Medium but since I am a walker, not a runner, I perfer comfort over support. :)

Maybe you could use a bra from Triumph I also use it to do gym. They're really good!

Wow, I was just thinking about asking this same question today... Thanks for reading my mind, CJ! Thank you, Runfree, for the tips - definitely time for shopping here, too.

Champion.....
 

For the ladies out there with larger "girls" this sports bra is it:

Champion Double Dry Action Shape Sports Bra | Champion

I never ran in high school because I was self-conscious about my boobs flying around. I found this bra and it changed my life. Seriously. When this thing is on, the girls don't move. And I've only recently had to replace the one that I had for YEARS. :D

Just out of curiosity what size bra do you wear? It lists the sizes as D, DD - same bra. My problem is that a D cup is not the same as a DD cup, so I'm suspicious of a brand that puts both sets of boobs in the same bra.

You're right. It can be a little complicated, and I'll try to explain it as I understand it. Bra fitters will usually tell you that you *could* go up or down a "range" and substitute a 34DD for a 36D for example, depending on which fit you like better. So for me, number 4 (34-36 D,DD) is the ticket because I can go between a 34DD and a 36D depending on the brand. Does that make sense? The "mass" is more or less the same. Conversely, if you were normally a 38DD, you could go on either side of that for an "equivalent" size, depending upon which fit you like best (36DDD or 40D). That's how I always understood it anyway. Does that help?

Regardless, I would recommend trying it out somewhere that carries it and once you have your size and know that it works for you, buy it online. You can find it for half the price the champion website (and most department stores) advertises it for. ;)

Under Armour
 

I swear by Under Armour. I switched exclusively to sports bra in 2004 and haven't looked back. I used to be a DD but got a reduction to a C cup in 2007 and I still only wear sports bras.

Under Armour - Womens - Apparel - Bras - Sports