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Virtually all makes of tights come in "winter" mode - they're brushed fleecy stuff on the inside and are warmer. I've just got a pair and they're
Powerstretch tights. Several manufacturer's do them... Lowe Alpine , Mountain Equipment, Mountain Hardwear and Marmot spring to mind. Very stretchy, very warm and wind resistant. Good wicking. Available in male and female versions.
Jeepers in a Winter Wonderland wrote (see)
Keir wrote (see)
Cycling tights tend to be thicker and warmer due to increased wind chill factor. However many come as 'bib tights' (with built in braces) and I am not sure if they are cut in a slightly different way to suit the cycling position. Sorry, not much help really, but worth considering if all other options fail.
On the bike, that type of lycra is called 'Roubaix' (pr; 'roo-bay'), & is (normally) available in 2 grades (medium & thick)
I wear some of my cycling 'bib-tights' to run in when it's very cold, the high rear helps keep your back toasty warm
http://sports.webshots.com/photo/2354089970047309372ckHBrd (wrong choice on this day, they were too warm)
http://sports.webshots.com/photo/2750344170047309372pEzADL (bib-tights have the same top-design, but the legs are plain-black, with foot-loops)
They are available with/without the chamois pad, & at a large range of prices... from perhaps £20, right up to the (ridiculously priced) 'ASSOS' brand at around £250 for essentially the same items
http://www.ribblecycles.co.uk/sp/road-track-bike/Bib-Tights-Bib-Longs-Assos-Winter-LL-Bib-Tights-with-S5-pad/ASSOZBBT570 (my Club uses 'Giordana' as the supplier)
With regard to the 'pads', I've run fell-races, & 10K's, in my cycling shorts which bear the club name (before eventually joining a running club) under whose name i used to enter races
Richard A Thackeray wrote (see)
I ran to work yesterday morning (@ 05:30), in thermal bib-tights (circa -8 C), & they were wonderfully warm... to the point of my back sweating by the end of the first mile