I found that ALL compression shorts without leg grippers creep on me. And better than Body Glide is SportShield roll-on...it's a liquid silicone-based product. So I wear the RunningSkirts.com skirts with built-in briefs. I have found that they fit better than any other brand I've tried. Some women really like the Skirt Sports skirts, too.

Like you I gave up on shorts, since they crawl up my crotch and look and feel horrible. I either wear the running skirts or a pair of Pearl Izumi compression shorts with leg-grippers (just like their cycling shorts, sans chamois).