gryffin, this is so interesting. I keep thinking that either my legs are just not "legging friendly" (to my chagrin/ sadness) OR I am not finding the right leggings. Because on me, there is no difference in how leggings look on my legs except they are thicker. I mean to say, you see the shape of the leg just the same (although it may look "bigger" because of the thickness of the fabric, depending of course on what that fabric is). In other words, my legs' shape is very clearly visible, whether I wear tights or leggings. (All too clearly, in my opinon, which is why the skirted option is so very intriguing to me -- holding out the possibility that I could actually make this work!)
Hmmm. The same is pretty much true for legging jeans, come to think of it, and I wear those in winter without any problem. BUT those have the advantage (on me) of visible seams and back pockets, so it's clearly evident that they are PANTs. plus, because the type I wear are true jeans, with zipper, etc. -- they stay up. Something that no legging I have tried yet will do. Mind you, if I am wearing tall boots I have to wear a belt in order to get legging jeans to stay in place. (Another important difference, I now see, that helps explain why I prefer legging jeans...I can wear said belt and hold them up!)
Now, to figure out why my thermal base layer (that I actually use as leggings/ tights in winter) DOES stay up adequately. Possibly because it is higher rise and comes to my actual waist -- as tights do.