Body Armour

[Pebble]

I recently thought the same thing and ended up getting the Fox Launch Pads (knee/shin). A couple of rides on them and they're not as bulky as I imagined, have excellent ventillation and great clip system. They are surprisingly comfortable to pedal in as well.
But I did have some issues with rubbing above my knee. Only talking two rides though & I have a feeling that they need to sit a bit higher to what I had them, which would possibly solve the problem.
On the downside I noticed the stitching on the side of one of the elastic straps is already coming off. I've emailed the store where I brought them to see what the next step is - exchange etc, hopefully it's a warranty issue.

In summary I do like the fox launch pads but they have potential comfort issues and quality control (stitching looks good I just got a dud I think). And I reckon you could do better: Race Face (also known as Roach) Rally FR pads have heaps of good reviews and other's I'd maybe look at are the Mace Tectonic.

Prior to that I've had the 661 veggie knee wraps and found the stitching at the back used to rub badly & they were not comfortable.

But yeah I've found that wearing knee/shins gave me a secure sort of feeling, not invincible just secure. Haven't taken the step to elbow guards yet.

If you are riding clipless pedals you may also like to consider just knee guards instead of knee/shin as they are probably more comfy for pedalling. Knee/Shin is probably recommended if you're using platforms.