I have two corsets. My overbust corset was custom made (it's half of my wedding dress). I had it on for sixteen hours and completely forgot I was wearing it. It's not white, either, so I could wear it for other things and it won't look wedding-y. As corsets go, it was expensive but worth it. (As wedding dresses go, it was less expensive than buying some off-the-rack thing from David's, and it was custom made for me by a local crafter... but I digress.)
My underbust corset came from Apollonie
, which is a Canadian outfit. They show up at conventions around Ontario. I think I got this from them at the final Polaris. Despite it not being custom, it fits me well and they let me try a few things on so I could get a good fit. Again, it's crazy comfortable. The only times it's been uncomfortable were a) the time my husband laced it wrong and b) when I got in the car at the end of a con this year. Had to take it off for the ride home.
(The next con I go to, I'm suggesting a panel idea: Corset Lacing for Significant Others. Bring your corset and your sweetie/buddy/aide, and experienced corseters will teach them how to put it on you properly. Comfy for you, eye candy for them. Everybody wins!)