First, I must say, Your man is crazy. I would recommend trying some string bikini style underwear. They're soft, comfy and easy to find. I also agree with Gunsmoke. Boyshorts can be very sexy. Even hipsters can be a good choice.
Boyshorts are indeed cute. I like jjonk's link. Victoria's Secret has a lot of stylish non-thong items. Their 3 for $30 sales are affordable, especially in store. Shipping costs are a little much online. My girlfriend and I have lots of fun when I bring VS gift certificates when I see her. For us, it's the opposite; she isn't a big fan of thongs and g-strings. And I just think she looks good in everything.