For my lingerie and socks, I bought one of those mesh shoe-storage things that you hang on your closet door. It's perfect for sorting out my underwear, bras, socks, and boyfriend's boxers.
Terrible picture, sorry:
I bought it at the container store for $12 on sale, I think? I'm sure there are cheaper ones around, too! It's not the most photogenic means of storing lingerie by any stretch, but it's really convenient and saves a ton of space in my drawers, while keeping everything organized.