Well, the leather pants I own are lined, and very warm. I do wear boxer briefs underneath, but I prefer to wear them all the time, 'cause going “commando” just hurts sometimes. Sometimes, you just don’t want them swinging so much, dammit! Anyway… 
Yes, I wear boxer briefs (Chereskin, Hanes or Fellini) underneath my leather pants.
My hemp pants, that’s another story. We swing freely in those on hot but breezy summer nights 