When the wind is blowing and the snow is flying? I'd recommend sitting in front of the TV with a pair of sweatpants on.
I'm a bit pigeon-toed, which means my feet tend to snag on loose material when I run, so I prefer tights. I've also found that I don't lose much heat off my legs, at least compared to my upper body or even my arms, and unless it drops much below 10 degrees I generally stick with mid-weight tights.
My go-to tights work for both cycling and running. If you both ride and run, my first recommendation is to check out Performance Bicycle's house-brand Radiator Tights ($50). They come without a cycling chamois and are made from a stretchy polyester-Spandex blend that resists wind and wicks moisture. They're warm, but I've used them comfortably in a wide range of temperatures and weather conditions. Otherwise, take a look at the following three options from Nike, Arc'teryx, and Pearl Izumi.
When temps hover around freezing, try Nike’s Filament Tights ($58), which are among the best basic tights on the market. The Filaments are made from Nike's Dri-FIT fabric, a stretchy polyester blend, and come with a gusseted crotch and a sleek fit. They have a zippered security pocket in back for keys and other essentials, and the cuffs are zippered for easy (and quick) removal.
I also like Arc’teryx's Incendo Tights ($79). They're made with a polyester-Spandex blend that's similar to Performance Bike's Radiator, but they come with mesh panels around the calves for a compression-sock-like feel, a key pocket, reflective logos, and flat-stitched seams that won't chafe. They're perfect down into the teens.
Pearl Izumi’s Fly Softshell Pant is my choice when temps begin dropping into the single digits or lower. Made from the same polyester softshell that Pearl Izumi uses in its jackets, the Fly Softshells are incredibly warm and wind resistant. And if you overheat, you can open up thigh zips to let off some steam. One note: Pearl Izumi calls them pants, but they fit more like baggy tights.