Some fabrics appear sheer (I have some PI's that do look sheer in places) but they aren't once I get them on me. So, that's something to consider.

For more full-coverage, I love my LG shorts. They are a different type of fabric from most of the shorts on the market and really comfortable. It's a thicker fabric but it feels okay when it's warmer. The Chamois on the one's I have (I think about $80-$90.00 range) is not super thick but they are the ones I prefer for very long rides.