Well, since you ask, these are my personal opinions!
1. Fishnets, microfishnets: beautiful, sexy, good for cool but not cold days. You have to pay attention to the sexiness of the rest of the outfit, of course, but I am so happy that these are now considered acceptable wear for ordinary gals, and not just burlesque performers. When I wear them with high heels, I do so with a skirt that covers my kneecaps. I'll wear them with a shorter skirt too, but in that case I'll pair it with combat boots to tone down the racy factor. I wear both black and nude fishnets. I find the thigh-high ones more comfortable.
2. Sheer hose ("nylons"): beautiful and womanly. Very sexy when there is a back seam, so same rules apply as for fishnets. The seamless kind are safe and perfect for when you want to look polished and put-together. Can be staid or stuffy, though, especially if they are nude hose and they are not sheer enough or the colour is wrong. Also, they tear easily, which is a pain, and I don't find them as comfortable as stretchy tights. I tend to go for thigh-highs in these, too.
3. Patterned sheer hose: careful with these, as some patterns -- floral in particular -- can give the impression that you have really hairy legs. Some patterns can look very cute though.
4. Woolly or sweater tights: cute with boots in colder weather. More sturdy than hose, and stretchy enough to be comfy. I like the cableknit ones, and also certain patterns. I wear them all the time from November to March.
5. Opaque microfibre tights: I don't like 'em. I find them uninteresting, not especially flattering compared to sheer hose, and uncomfortable. Again, I stress that this is my opinion only.