I've found the most fantastic, thick non-see-through leggings - sainsburys luxury leggings! £10 a pair, and they're fab. Lovely to the touch, and not an errant pair of pants in sight. They're as good as the phase eight ones I have, which are also fabulously thick. Since I'm living in leggings post baby, they're just what I need.
I have the 2 for £10 pairs from Sainsbury's and they are fab too. Wash well and last much longer than some other brands I've used. They are also quite thick and look like very opaque tights on but without any nasty shimmer.