I will probably never wear anything else to work out in. I worked in an outdoors store, so I got a few at discount. I have some from Mountain Hardwear called "wicked tee" and I love them. They keep me cool and are so lightweight but everyone calls them the "picked tees" because the fabric will pick if you just look at it the wrong way. so if that bothers you, don't buy that particular one. I have a couple from North Face that are decent, and one or two from Target that are alright, but the MH ones definitely are the most comfortable for me.
I guess you didn't ask which ones we prefer--just realized that's what I told you. So to answer your question, yes, usually I think they do work.
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Know first, who you are; and then adorn yourself accordingly.
-Epictetus
like ejc, i also worked in an outdoor store and think those shirts work. i don't have the MH ones, but everything they make is great so i'm sure those are good too. i have a few of the cool max shirts and they work well.