I wanted to wear these as leggings under a sweater dress, and they'll work okay for that but they do run a little big. Not baggy, but I definitely could have gone with a medium even though on the size chart I'm a large. I live in Florida (these are for an upcoming vacation to colder climates), and have no idea how thermal wear is supposed to fit- but if you do want them tighter like leggings, go a size down. They did keep my legs warm when it was around 50 degrees, unlike the thick tights and cotton leggings I already had. Definitely not the baggy horrible thermal underwear I remember from the past.