I recently found some good black 60 denier thermal tights in Lidl and they are great. They are easy to wash and you can wear them as an extra layer right now as it's very windy. The best thing is because they are tights rather than leggings they won't lose their shape as leggings do and also keep your feet warm. So much better than long johns and more fashionable and cheaper.
I got something similar from Primark just before Christmas and I have to say they were the best £3 I ever spent! They are as thick as leggings but they go great under jeans for some extra insulation too.