I've been wearing the Pearl Izumi AmFib tights.
http://www.pearlizumi.com/product.ph...duct_id=152410
I have the prickly heat, so I have to really be careful about staying warm yet not overheating. I've tried cheaper stuff (sweatpants, etc), but they all seem to trap the heat too much as I warm. The PI stuff has been GREAT for me (I also wear a barrier jacket). When it gets colder than 40, I just have a pair of cheapo Target wind pants I tuck into my neoprene booties, and they cut the wind enough to let the tights do their job. Point is, for certain jobs, I'll pay the premium if it works, and these aren't cheap (~$100). And my legs have yet to be cold with these and the wind pants.
I just started riding this winter, and I missed the bitter cold in December, so I dunno how they'll do below, say, 14 F wind chill (which I had this week). I have to agree with the sentiments here that hands, feet, and ears are the key, though. I have been cold on some rides, but mostly it's been my hands and feet. If I need to, I suspect I can just wear another baselayer under the tights and I'd be TOASTY down to nothing.
Oh, one more thing I adopted that looks dorky but works wonders...snowboard helmet & goggles. I wear that, a wicking base head cap, a baklava, and a snowboard helmet and my head/ears have **never** been cold. Not even close.