I personally don't have a problem with nude hose, but I know that is hotly-debated, with some women feeling it looks out-of-date. I think that as long as the color matches your skin tone so that it doesn't look too off (i.e., don't wear suntan hose when your arms and other exposed skin parts are pale), it is fine.
Also, I encourage you not to feel embarrassed of your "pasty" legs. Your skin color is your skin color, and there is nothing wrong with that. I see so many pale women lamenting how "pasty," and "blindingly white" their legs are, and I don't get it. I don't think that skin color should be something that anyone--no matter how light or dark--feels the need to apologize for. There's nothing wrong with flaunting your pasty self!