Well, what were you trying to convey with it? Verbal emphasis? Then use <em> or <strong>. If it was supposed to be a title, then <cite> is the way to go.
But underlining BAD and CONFUSING. It makes things look like links which aren’t, and it doesn’t really help readability either. (Underlining was originally a hacked-up replacement to italics for early typewriters.)
etc.