Believe it or not, heh... I like Starter/NBA Men's Reversible Shorts. Like basketball shorts, hang to about the knee. Underneath that, I'm buying padded shorts tomorrow. that way I have this meshy breathe-able short but I am not showing off my thunder fat thighs with lycra.
Linky:
http://www.walmart.com/catalog/produ...ct_id=11015197
They just don't seem to make comfy loose shorts like this for women :\ at least I'm terrible at finding them. Also, I ride in a tank top or an A-shirt with a loose button up shirt hanging off of my shoulders. Yea I know, way unfashionable.
Edit: My hockey playing days have now introduced me to Reebok Speedwick clothing, which is breatheable and wicks sweat away from the body. Similar to underarmor, more affordable than it. They do a toasty line of compression shirt/pants/leotards for the winter/pond hockey season, too.