I've been asked on several occasions how sheer pantyhose can both keep you warm, yet still be cool enough to keep you from overheating, too. A good question, and one that seems to point out a contradiction in some of the claims made about the benefits of men's pantyhose and tights.
Basically, sheer pantyhose work best when worn under other clothing, such as for hunting or camping in below-freezing temperatures. Opaque tights are a little warmer, and so can more easily keep you warm when worn with shorts. The knitted nylon fabric will trap a thin layer of dead air within the matrix of the material. Because of it's body-hugging characteristic, this insulating layer of air is held securely against the skin, providing an insulating layer. The pink fiberglass insulation in the walls of your house work on the same principal, except on a larger and thicker scale. The outer layer(s) of clothing keep wind from blowing through the nylon and replacing the dead air--which would lower the insulating value considerably and chill the skin.
For runners or cyclists on chillly mornings, when temperatures are above 40 to 45 degrees (F)and not very windy, the pantyhose fabric still provides that same layer of dead air and slightly insulates the skin. In this situation, not much insulation is necessary--just enough to keep the sharp chill off the legs long enough for exercise to elevate body heat. Avoiding that chill on leg muscles can reduce the incidence of cramps.
Shortly after exercise begins, body heat quickly builds up. At that point, the athlete can begin to feel overheated under thicker Under Armor tights or sweatpants. This is why sheer legwear is well-suited to wear with running or cycling shorts on chilly mornings. You know you'll soon be perspiring and the sun will be rising higher in the sky. At that point, perspiration can easily wick away from the skin and evaporate. If you took physics in high school, you'll recall that evaporation of liquids causes a cooling effect.
I've heard anecdotal tales of soldiers in Iraq taking advantage of this scientific fact by wetting their Army socks and tying them to truck mirrors while driving. Even the 130+ degree air moving past the socks causes evaporation, which then cools the socks. Afterwards, they pull on a pair of cool socks and say, "ahhhh..."
To summarize: If you're engaged in athletic activity on Spring or Fall mornings, sheer legwear with shorts is a good bet. As the temperatures drop later in the season (or if you're more sensitive to the cold) you're well advised to switch to opaque tights with shorts, or maybe even under sweatpants.
If you're hunting, it's likely during a cold time of year. You should be wearing either sheer pantyhose or opaque tights under your hunting clothes--not with shorts. Sometimes readers have misunderstood, and failed to realize we are not recommending going hunting out in the dense brush and brambles with short pants and tights/hosiery. They wouldn't last two minutes before being shredded by thorns and branches. For hiking, you can go with shorts if the weather's not too cold, but only if you're not hiking in dense brush. For camping, tights or sheer pantyhose are great as a base layer, and can be worn alone when you get into your sleeping bag at night, depending on the expected low temperature. An added benefit here--and any time you're hunting, hiking or camping--is that ticks can't get beneath the tight-fitting legwear.