I pretty much only wear skirts. So, I also wear a lot of tights. Never "pantyhose" which I take to mean "nude" or flesh-toned sheer things. I go for the thick and the opaque. I also wear knee socks and over-the-knee and thigh-highs with my skirts.
The best brands IMHO are Wolford and Fogal. But these are seriously expensive. On the other hand, I have a pair of Wolford winter tights I've worn for eight years with no runs, holes or other problems, so the investment can pay out.
The idiotically named SPANX make a reversible tight that is strong and durable. And they hold you in if you need it.
I just found this website:
http://www.sock-dreams.com/_shop/edit/index.php and put in a large order for some over-the-knee and thigh-highs: all fabulous, thick winter things. The O-Chevron OTKs are great, and the e.Bella stuff is amazing: I got a pair of deep currant cashmere-blend thigh highs.
They also have a lot of frou-frou sexy stuff, but I'm not as much into that. Like Merc, I think simple black thigh highs are enough.
From the Ernest L. Wilkinson Diaries: "ELW dreams he's spattered w/ grease. Hundreds steal his greasy pants."