Before it became a fashion magazine, Women's Health was a good health and fitness publication. One of their early stories was a review of the best sports bras. For high impact sports, they chose Under Armour's Endure style. REI sells it for $45 and while expensive, it's worth every cent.
The article noted that sweat breaks down lycra (or elastane in this case) so sports bras need to be washed every time they're worn (not sure why you wouldn't...) The best combination is Woolite and the gentle cycle then line dry. Don't use the dryer!