What sort of tights are you using? I tend to stick to all fleece tights (PI thermafleece) or fleece tights with the extra weatherproof layer in the front (PI AmFib tight). Some tights I've tried on in the store don't insulate at all, they're just like extra long bike shorts. The amfib tights are really toasty.

Also, how's your circulation in general? Are your iron and thyroid levels good? Intolerance to cold can be indicative of other health problems.