If it's freezing, you might want honest-to-goodness long underwear. But to be comfy in a mild chill--or even colder--I like to wear a pant liner. I made mine in nylon tricot.
Here's what they look like:
They're about the same color I am, so I can wear them under light-colored pants, but they also work fine under dark colors because they are a few inches shorter than my actual pants.
I made these using the One-Seam Pants pattern. They're really comfy, especially if you don't quite like the feel of wool next to your skin for extended periods of time.
I cut them in the same size as the pants I always make, and my pants just slide right over them.
A liner doesn't have the same wide casing as typical One-Seams. Let's take a closer look:
You can see that the bottom line of the usual casing on One-Seams is actually your natural waistline. So you can fold down the entire 4-1/4" casing out of the way when you cut out pant liners. Then sew lingerie elastic to the natural waist, hem the liners if you think they need it, and TA-DAAAA! (I cheated--mine aren't even hemmed. I thought a hem might make a ridge.)
I've also thought about making liners out of Ambiance, also known as bemberg rayon. It's widely available on the internet if you can't find it near you. It's usually labeled "Dry Clean Only", but that's only because it water spots. If you wash it, the whole fabric is water-spotted, so it looks fine. It will shrink a bit and wrinkle, but press it and move forward. It's a natural fiber and will be comfy.
