Maybe a cute camisole with lace (with design or without) with matching underwear (bikini, thong, ect). Victoria Secret sells sets. Or maybe a plain white cami with black underwear. Sexy isn't always what we think of...think about all the models in magazines. How many can be sexy in a pair of white underwear when they are tan wearing heals with their hair down. Don't be so harsh in your imagination!
Look at a Victoria Secret catalogue and you'll see enough examples of sheer undergarments (transparent/gaping material, fishnet/ruffle patterns, spaghetti straps that fall off the shoulder when she moves...). They're pricey at VS, but the versions from Target/Walmart are just as cute and half the price, lol.
Here's the trick: Even if you finally see it and don't think it actually looks sexy, your girl feels sexy in it and will therefore be more turned on, etc. If you DO like it, just remember to show your appreciation, lol.
just a really thin tight white undershirt where you can clearly see her nipples would probably be sexy right? especially if it's just that and nothing else ;)