I've found there are three basic types of fabric for tights: plain lycra (like your summer shorts), fleece-lined lycra (usually referred to as "Thermal" or "Roubaix" fabric), and wind-proofed fleece-lined lycra (usually with Gore-Tex or equivalent panels and referred to as "Super Roubaix" fabric). I'm very comfortable with the fleece-lined tights in 30-45 degree weather. If it's particularly windy I'll pull out the wind-proofed stuff.

I've got Capo, Descente, Pearl Izumi, and Sugoi tights. All are pretty much equal from a fabric point of view.