It depends on the underwear. Fleece UW is pretty basic. Likely you can find it anywhere, but the details might be a little off. Most fleece jeckets have collars, which aren't ideal for Drysuit Underwear. Anything with a zipper that goes up past your neck has the ability to do bad things to a neck seal. Drysuit Underwear also needs to fit somewhat closely, but still allow movement. Anything baggy is a bad choice.
Also, what keeps you warm on dry land is different from what keeps you warm underwater. So depending on how cold the water you are diving is, you might need some more serious, purpose made UW. If you're only diving 50-60* water, you can experiment with some less purpose made stuff, but once in the 30-40* range, you'll be investing in some good UW as soon as you can save up the $$$.
Tom