UK-based Knox cover the lot when it comes to crash protection, and their Cross Shorts are designed to protect the thigh, hip and coccyx.
These undershorts come in six sizes and are CE approved. We had the large (34in waist) size which fit snugly under most baggy shorts and trousers.
The Airtex mesh material keeps things cool, although any extra layer of padding soon heats up. The articulated hip/thigh pads mean pedalling is not impeded and they are comfortable to wear throughout the day.
The coccyx padding is a great idea but when seated was quite irritating. But, as with all the pads in these shorts, it can be removed. The padding is robust enough to take the big hits and keep this easily-injured area in tip-top shape.