I'd like to recommend Sugoi's Helix tight. I bought a pair of those last years for less than $40 retail, along with several much more expensive pairs of tights, Sugoi's Midzero and Shebeest something-or-another. I loved the Helix tights far and above the other two. They're relatively thin, but I found them to be very warm and comfortable. The Midzero's had a seem in the crotch that really bothered me and the Shebeest's were kind of bulky and unflattering and, despite being much thicker, they weren't any warmer.

As for shorts, I'm a big fan (thanks to Susan at TE) of Sugoi's RS Short. I feel sort of disloyal saying this on TE's forum, but you can get a good deal on the 2006 model at Campmor.com.

And I agree that you'll make good use of rear pockets when you start doing really long and/or unsupported rides. You should have seen me when I did the Ride Across Indiana. I was loaded down. I don't put anything too heavy back there as a general rule, but in any event, you get used to it. You could use a bag for your top tube instead if it really bothers you.

Have fun!

K-