I am seeing a lot of people on here referring to tights and pantyhose as though they are the same. To me, there is a complete difference. Pantyhose are sheer (I often heard them called "nylons"). You can easily get a "run" in them. The "nude" colored ones are intended to look as if you aren't wearing anything. Pantyhose, no matter the color, will help virtually zero in the winter.I like wearing tights, but don't think I've ever worn pantyhose... I guess I never really thought about if there's a difference? I prefer white, black or even fun colors to flesh tone, so that may be it.
When it's extra cold I like wearing those tight gym pants underneath ankle length skirts. I had a whole collection from years ago (and find them incredibly immodest on their own), so rather than toss them out I use them to keep warm under long skirts. When doing outdoors stuff like light hiking I also like to wear those kinds of pants under a knee length skirt or dress for modesty.
Tights, on the other hand (at least in my vernacular) are thicker; generally made of cotton. They will keep you much cozier in the winter, especially the "fleece-lined" ones that are pretty common nowadays. They won't tear in the same way as pantyhose; they're more the consistency of socks. I think of them as more casual than pantyhose.