I use armwarmers and kneewarmers (instead of full legs). By the time it's cold enough for full-legs i'm usually bundled up in full-on wind-front fleece tights. I find knee-warmers good to ~38F.

For the thicker fleece ones I've had good luck with Castelli. They tend to be kind of $$$.

I love my Defeet Armwarmers. They are lighter-weight knit material. I found the Defeet Kneekers to be too long and passed them on to another (taller) racer and he seems to like them. If you are buying these as a gift DeFeet is nice because they only come in 1 or 2 sizes and "stretch to fit" so there is not so much room for error. They also make matching shoe covers.

Voler does nice arm/knee warmers as well. It's especially nice if your club/team clothing is Voler because they offer them in colors to match. You can see there stuff on line at velowear.com

Nice present by the way! We seem to be having a very mild summer in the Midwest(so far); I wore my armwarmers on a ride Saturday and was glad to have them!