I am going to be in some cold weather next month, and I was wondering what you guys wear under your pants to keep your legs warm??
I don't wear pants (other than bike shorts, tights, or rarely a wind/rain shell) or underwear while riding on tour.
That said I have several different weights of tights ranging from thin silky ones to ones that are slightly brushed inside, to heavier ones that are windproof in the front. The nap that is raised on the brushed ones adds a surprising amount of warmth.
I also have some ultralight wind pants and some light rain pants.
What I take on tour varies with where and when I am touring, but if I need any of that I choose one pair of tights and may take either the wind pants or much less frequently the rain pants.
The tights are much more frequently worn in camp in the evening or to add warmth at night, than they are worn for riding. The wind or rain pants are also more frequently worn in camp. I don't tend to wear the tights or wind/rain pants for riding until it is pretty cold.
I have not generally toured when there was consistently cold weather, but have often seen frost overnight and a few times weather down to the 20s or teens. In all those conditions tights and wind pants were always sufficient.
In practice I find a wind barrier much more important than how much insulation I wear. I have never actually taken the heavy windproof tights on tour. I have used them for bitter cold conditions mountain biking or road riding around home. They work great for quite cold weather. The ones I have are "Performance Triflex Tights without Chamois".