[Face Up.]

Generally I sleep in a bra and underwear, but that is just what I am more comfortable doing. If you feel the most comfortable sleeping without them, sleep without them. You can do what others suggested and crawl into bed and then take off the undergarments, or you can just leave them off. It is all up to personal comfort. Unless you're wearing something too short to bed where there can be accidental slips, your roommate may not even notice.