Oh er, nylon underpants. The worst wedgy I ever witnessed involved a pair of nylon underpants, they were royal blue with a light blue trim (I only know this as they ripped completely and they were able to pull them over the guys head), must really have hurt.
I remember walking around with my hair all standing on end from pulling my nightie over my head, and not being able to do a thing about it the whole time I was wearing it!!