I'm with Liza. I love arm warmers, but not leg or knee warmers. For the arm warmers, I like Sugoi. I think I got them at TE. I'm on the thinner side (but not stick thin) and their grippers hold w/o being too tight. They might offer them in different sizes; I can't remember.

Instead of leg warmers, I just wear knickers. I have some PIs that cover my knees and some Shebeest that cover down to my calf. I find them pretty comfortable even once the temp starts to rise.