No, not about to throw mine away. I have many different bras for many different occasions - one thing they all have in common is I have to wear the ones with thicker padding or my nipples show through/chafe!
Sports bras are a must, the amount of jogging I do I suspect they'd be scraping the pavement if I didn't wear them.
Not that they are big (far from!) but it just feels all wrong if I don't wear one. Each to their own!