I recently picked up a pair of winter leggings from American Apparel aka my favorite economically-moral American store and I am in LOVE. I already asked my Grandma to buy another pair for me in black. The reviews on the website say that the other colored tights are not as thick as black, and since I grew up in the warm tropical weather of South East Asia, warmer is always better in frosty up-state New York. They are definitely the most expensive leggings I have ever purchased at $38 each, but their texture is comparable to that of pajama pants or jazz pants.
While you are on the website, you should also check out their must-have winter selection. It is important to keep warm during these months and avoid getting sick like I did!