I've had about 10 pairs of leggings this year that have mostly been returned to shops because they were either saggy at the knees, or they slid down while i was walking (you get the idea - they were crap fitting)!
I had these from all over the place, M&S, Next, Dorothy Perkins, Wallis, Topshop are a few i can remember.
After reading recommendations on here for American Apparel I finally got chance to go into the store at weekend and tried on some leggings - they are bloody fantastic! Fit right and are the most comfy ones I have worn. They stay in place too. There are a bit pricey at £22 a pair, but I think they are worth it. They are quite thick too and don't stretch over your leg so they hide my corned beef legs well
If you are searching for leggings and had as many disasters as I have, then I can recommend them - worth a try. I'm ashamed to admit how much finding these pleased me....how sad am I