The heck with leg warmers . . . do as my stoker does, she wears pantyhose!
Really the top of the legwarmers get put 'under' the elastic leg grippers of your riding shorts. You do wear riding shorts?
Also wash them and they will fit snugger for a couple days. Or, safety pins . . . or get imaginative and use velcro.
Naaaah . . . go with the pantyhose . . . a different shade/color for every day of the week! Do carry some clear nailpolish in case of a run/snag. If Joe Namath wore them, why can't you?