I've never liked leg warmers, but I know a lot of people who wear and like them. I can't otherwise imagine wearing tights under my cycling shorts. Like you, I wear my shorts under my tights. I hate having two waistbands binding me. Neither are tight on their own, but together I find them uncomfortable. I'm thinking about investing in a pair of padded tights. I otherwise like knickers for days that are cool, but not cold.