I pretty much wear large sizes for cycling apparel in most manufacturers lines. I've had a pair of leg warmers for several years that are large but invariably they would wind up below my knees. I had the same issue with some knee warmers.
I know I have skinny legs so I tried some medium sized leg and knee warmers. They work perfectly! Both are just a shade shorter than I'd like and the leg warmers a hair tighter than what I'd prefer but they now stay in place. Life is good for now.