My experience mirrors Lisa's. I'm not fat, but I don't have the thinnest thighs. Some shorts, regardless of length, just looked better on me than others. I must have tried six or seven of them before I settled on my favorite, the RS short by Sugoi. They cost a lot but they're worth it. I tend to like the higher end shorts because the material seems to "lock and load" better.

TE has a generous return policy. Just make sure you try the shorts on over undies first.