Underlining isn't boring. In Illustrator, it is a chance to show that you understand typographic space, vector math, and nesting effects. Don't waste it on a default setting.
Use the for global underlines. Use Line Segments for artistic, variable underlines. Only use Outlines if you are physically warping the underline to wrap around a 3D object.
In the world of vector design, an underline isn't a text decoration; it is a graphic element. Treating it as such is the difference between looking like a legal clerk and looking like a professional typographer.
Here is how to master the three distinct philosophies of underlining in Illustrator, and why you should probably never use the default "Underline" option again. Yes, it exists. Open your Character panel (Window > Type > Character) and click the "Underline" icon (the T with a line under it).
Underlining in Illustrator is broken by default. But that is actually a gift.