From Knitting Lingerie Style:

My basic bra is a pretty underwired demi-cup model, sized to fit women from 32A to 38D and styled after the designs that give French women their chic, sexy allure.  For this bra to be functional, the pieces are knit in elasticized cotton yarn.  This yarn allows for good stretch and recovery, properties similar to those of the fabrics used in commercial bras.  You are welcome to substitute other fibers by holding a strand of your favorite yarn together with a strand of matching elastic thread (as long as the proper gauge is achieved).

As with many purchased bras, the cups are knit in two separate pieces, stabilized with an iron-on tricot lining and sewn together.  Padded tubes of fabric called channeling are sewn around the inside of each cup and underwire is inserted into it (I prefer a single continuous underwire instead of two separate wires for a barer, sexier look and simpler construction).  As a final finishing touch, a satin ribbon is woven though the eyelets at the top of each cup.

Underwires and other required hardware are available at my website.