I can sympathise as I have a bit of the same problem - it's not too drastic, but in certain outfits I look like Olive Oyl - esp, with my long feet. The best thing I find is wearing boots - and I stretch the boot season as long as possible by wearing them with bare legs. Flats also make my ankles look not so thin, especially rounded-toe or square-toe flats, so they are a good option if the outfit can handle it. Pointed toes can be tricky - I don't know why, but pointed toes do make my ankles look skinnier, so I try to avoid them.
Heels can be a problem as you say - I don't like wearing them anyway. I guess trial and error is the key to heels, and some shoe and heel shapes definitely make a visual difference.
Just as an illustration of this - my 11yo daughter, who I thought had the most fabulous long legs when she wears short shorts with Rabens or thongs - the other week tried on a pair of high heels at a shop as a joke. And I kid you not - her legs looked horrible, really incredibly disastrously bad (issues of seeing an 11 yo wearing heels aside ). So yes, some legs look horrible in heels and much better in flats. Never generalise....
Oh and the last thing is to play with skirt lengths - everyone has their optimum length and mine is right on the knee cap. Or try maxis this year - guaranteed to hide thin calves, and a lovely fresh look at the moment.