It would actually help to know what costumes you're planning on building. What a spartan wears under his armor is vastly different than what an ODST or marine wears under their armor.
For an ODST, a simple black combat set would work (combat shirt and BDU pants). For a Halo 3 marine, an Army Combat Uniform (ACU) in UCP is close, but the Airman Battle Uniform (ABU) pattern is much closer to what appears in-game. Halo Reach, Halo 2 and Halo CE marines and troopers wear solid color uniforms under their armor; look at Ranger Green or Khaki combat sets depending on the character.
Spartans' undersuits are obviously more specific. The thing to remember about these costumes is that they're just that, costumes. Unless you plan on filming a spartan in nothing but the undersuit, you don't need to construct the entire undersuit as it would be worn by a "real" spartan; only the parts of the undersuit that will be seen. If you take a look at my Halo 3 Mk VI build (link in signature), you will see that my undersuit is little more than a leather neck seal, and a stomach wrap with bicep covers made from vinyl (which appears as leather). The remainder of what I wear under my armor is compression pants and a work-out shirt; both of which breathe very well and help keep me cool.
Get creative and figure out what would work best for you.