Go for a slip- either a full slip, which is like a dress, or a half slip, which is like a skirt. Go for one in a nude color, it will work under most things. Personally, I have both a half and a full, they are great to have around. I wear them in the summer under sheer dresses or to prevent sweating through dresses, I wear them to prevent panty lines, I wear them in the winter to prevent static cling from tights or to protect my skin from itchy sweater dresses. Can you tell I am a big fan of slips?
For a basic full slip, I have this one from Calvin Klein: http://www.cku.com/product/index.jsp?productId=2981082&cp=3001613.3001635.3061330&parentPage=family
For a basic half slip, this would work well: http://www.cku.com/product/index.jsp?productId=2981083&cp=3001613.3001635.3061330&parentPage=family sexy lingerie
You can find them in lots of places- the lingerie section of any department store should have a good selection. Anthropologie has cute ones, although you have to be careful not to get one that's too embellished or the lace might show through a sheer dress. Commando also makes plain ones, including shorter, "mini-skirt" lengths which are good if you're short (or if your dress is!).
For the dress you posted, you could also get a matching cotton tank dress to go under it, like this: http://www.americanapparel.com/6364.html?cid=29 Of course, it's less versatile than a nude slip, but it's another option.
Hope that helps!