I agree with Lisa. If I bought knee warmers in a bigger size, they would be huge on me. The bulge comes from where the hem of the shorts interacts with the top of the warmer. When I wear my Bella shorts, which are longer and have a very high lycra content, it doesn't happen. I have "athletic" legs, not skinny minny ones, but I am a small person.
Eden, I have thought about trying the men's arm warmers and using them for my legs, because I want a pair of full length ones. Right now, the knee warmers I have, go down to my mid calf, but if it was really cold, I guess I would be wearing tights. However, sometimes, I want the flexibility to "strip down," if I know it will be getting warmer.
Nancy, you should just get some knickers! I think they are flattering for the reasons stated above; high lycra content holds you in!