I’ve tried thongs and they aren’t that bad, providing you get ones that fit right. I rarely wear them because I don’t like how they look on me since I’m not in great shape.
They sell mens thongs just about everywhere these days. Kmart, Walmart, Target, Macys, May Co Stores (Filenes, kaufmanns, etc), some Sears, or there are hundreds of online stores you could buy them from. For the most part the thongs you could find at these store are no less normal than other underwear.