I have Shebeest arm warmers that are woman specific and actually come in sizes. They are heavy lycra and really stay up. Since I need the extra smalls, it was amazing I found some that fit. I had a pair of Terry ones for a few years, but they came in sizes like small/medium or medium/large and they just fell down all the time. I gave them to a friend who is a little bigger than me.
Knee warmers and toe warmers also would be on my list, along with various head covers.