Underthings of any kind are something I'll only ask my fiancee for... I just don't think it's appropriate to ask anyone else for things of that kind. For that matter, even at baby showers, people don't usually gift diapers. It would be sort of like giving someone toilet paper or baby wipes; it's just weird and not done, and would likely have an awkward ending.
On the other hand, pajamas are an acceptable gift between family members, as are things like blankets and slippers and the like, so you could probably ask for things of that nature.