Depends on the temperature. I like running in soccer style warm ups on cold days. They are a little snugger than other warm ups but warmer than tights.

The scheme I use is:
A pair of tights for 30-40 F, a pair of soccer style warm-ups for 20-30F, and both together for 5-20 F. I add a light pair of wind breakers if it is below 10 and windy.

I wear PI Thermafleece tights to 30 degrees (light wind) and PI Amphib tight under 30 degrees and/or windy. I have tried all other brands of tights, generic (Performence) and name-brand. IMHO nothing works like PI in regards to fit, warmness, water resistant, wind blocking. In really cold/windy conditions I will put Goretex windpants over that setup and wear silk long underwear.