No Stupid Questions

What are your current laundry methods, i.e., what sort of detergents do you use? Do you wash on warm or cold? Do you know the hardness of your water?

Most of the time when it comes to odor sticking on clothing related to exercise it's strongly related to the fibers of those cloths. The geometry of polyester fibers often used in athletic wear is known to hold on to oils and other body junk.

Generally, there are three factors that go into successfully washing clothing experiencing these problems.

1. Adequate detergents. You want something with good surfactants to capture and lift away soils, and enzymes of the right types that will help break down difficult soils into smaller molecules that the surfactants can better manage.
2. Temperature. Just as cold water will have a hard time washing away butter and oils from your dishes, cold water in your laundry is gonna have a more difficult time to wash away oils in your clothing. It's a common misconception that warm in your laundry is bad for clothes. In reality, in the US anyway, most warm settings on washing machines are only around 85 degrees Fahrenheit. Hot settings are usually barely reaching the 100 degree mark, so both of these are in line with your own body temperature as you're wearing the things. If the care tags on your garments say they can handle warm or hot washes, definitely do so. Things that may say cold can probably tolerate warm, too, given the temperature is really not that hot at all.
3. Time. Surfactants and enzymes need time to work. If your wash time is brief, or you're using a speed wash setting on your washer, you may not be giving enough time to let the chemicals do their work.

In regards to detergents, in the US, probably the best thing you can get is powdered Tide or Gain. These products includes a good surfactant system, a complete enzyme package, and oxygen bleach all in one. You don't really need anything more than that.

If you're using liquids, there are more options but also limitations. Again, Tide is probably the best as far as surfactants go but all liquids are going to be missing the other components. Certain enzymes don't like to live in a solution with water so they are missing from almost all formulations. Oxygen bleach is activated by water so by definition it can't be in a liquid product. In these cases you can use a booster product. OxiClean is a common one for just the oxygen bleach but it lacks enzymes. There's another product called Biz that you can find at Walmart and Meijer stores for very cheap. It's like seven bucks and has all of the oxygen bleach and enzymes you need.

TL;DR: wash in warm water for a longer time, and add Biz booster powder to your liquid detergent.