I have a pair of Terry thermal tights that work wonderfully in temps below 40F.

I also own a pair of heavyweight Ibex wool tights that have a windblocker facing on the front. Don't know the model name---I got them online from a ski shop that was clearing out a few odds and ends.

About a week ago we had a windy day in the mid-20s; I combined the Ibex tights with a pair of light Smartwool bottoms underneath. Perfectly toasty!