I also have issues with chafing if I don't wear capris or compression shorts. I also have had issues with shorts riding up even if they are bike style compression as I have pretty large thighs. I have the following shorts and capris and I really like them, don't ride up at all, and I wore the capris for my half marathon and they were great.

http://www.rei.com/product/732188
http://www.roadrunnersports.com/rrs/products/RRL894/
http://www.roadrunnersports.com/rrs/products/BRL915/ (but an older version without the color)