I just bought a bunch of pairs of part merino tights through WarmLegWear.com
They are not all wool - just 45%, but I figure as with socks, if they are too much wool they stretch out and won't stay up....
They have very good reviews on warmth and durability - I'm hoping... I'm taking them on a winter trip, on which I've decided that I'm only going to take 1 pair of jeans.... the rest of my wardrobe will be tights and skirts... I think I'll be OK. Even with my heavy cotton ones I stay warm in 40ish temps here and I'm going to take my winter weight CWX tights and a bunch of wool knee socks to layer underneath/overtop just in case.
Oh - and they aren't as much of as risk as the Smartwools... they are $19.50 - $22.50 depending on the style.
I'll post more after I've actually worn them.