Gym shorts should fit snugly around your waist—no squeezing, no sliding down mid-squat. Think "secure but free to move," like your gym buddy who knows when to spot you and when to back off.

If you just want a dependable pair of gym shorts for a more affordable fee, I found this Myprotein pair fit the bill. There’s no inner lining or zippered pockets, so they might not be right for ...