Well, as a lady, I don't need as much room for... equipment lol I wear compression leggings or just plain old athletic capris. In the winter, I layer up my compression leggings with thermal/fleece lined leggings. The coldest I've ridden in is roughly 20F, and that set-up worked for me.

My ride is roughly 5mi, but I ride pretty hard, so I like to change when I get to work.