Mojo: I live in Upstate NY, which is why I own all three of your options! Really the key to keeping warm, however, is to block the wind. For me windstopper leg warmers are my go-to for chilly days. I upgrade to tights with a chamois when my butt starts to get cold in regular shorts and then I'll go full coverage (PI Am Fib tights over a pair of bike shorts) when it's super cold (usually below 40 or a nasty wind chill).