Pantyhose (sheer tight nylon leggings) under trousers are a tried and true trick for staying warm while doing outdoor winter sports, like skiing. Because they stretch and conform those kind of stockings are easier to move in than bulky thermal long underwear. Good fitting silk thermal underwear can be just as good or better, but tend to be pricey and hard to find. In contrast, nylon pantyhose are cheap and available everywhere. But ... for guys they are a bit embarrassing because they are sold as women's clothing.