Girls, slightly awkward question - are pantyhose actually comfortable to wear?

Because they sure don't look like a lot of fun to have on. In fact, they look as if they itch like hell! And is it true that girls don't wear panties below? Because this one time a girl at my school was wearing grey hose and I actually heard her say to one of her friends while they were mentioning it, "I'm not wearing any panties below." I wondered how uncomfortable that must have felt. Do other girls wear pantyhose without panties?