I wear black synthetic blend coaches shorts. I like having the side pockets to put my gloves in, or my headlight and speedometer when I walk away from the bike. Also, I wear it with a belt and have my phone in a belt-clip holster on the side. I also carry my keys on a springy cable clipped to a belt loop on the left and carried in my left front pocket.

I realize this is may not be the norm, or even attractive, but it's what has worked for me for 25 years. When it get's colder I wear light breathable training pants over them, and in the extreme cold, snow or rain I wear nylon water-resistant training pants.