I have women's compression shorts from UnderArmour, Danskin, Jockey, New Balance, and Saucony.
My favorites are the UnderArmour, which come in 3 or 4 different lengths and cost $25-$30. Very silky, don't ride up, don't make your legs look like sausages.
Try Meijer for the UnderArmour.
Looks like TE has about 7 or 8 different brands of women's compression/running shorts, too. They are sprinkled through-out these pages of running shorts: http://www.teamestrogen.com/search.e...ance-desc&pn=1
Thanks, SusanO!
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