In my opinion the key to warmth is Polartec fabric!
I have several old Athleta Altitude Stash Polartec tights and they are the warmest. Unfortunately, Athleta changed the fabric and removed the Polartec...!! Now they're not nearly the same quality: thinner, less warm, and the new fabric pills like crazy. It's such a shame!
But in general, the new non-polartec Altitude Stash tights are workable in terms of warmth if that's your primary concern. They have black on the website now, but they usually come out with a few more colors later in the season. They're quite comfortable.
Athleta also has a Ranier tight which is still non-polartec, but is much more compressive and has a thin fleece lining. They're warm but less fleecy -- a little more of a technical running tight.
Finallly, Title Nine has a line of Polartec fleece tights called Crash tights that are super warm and toasty. They are fleecy like the Altitude, but more "stiff" like the Ranier, and thicker than both. Many colors and styles. Not quite as comfy for lounging around as the Altitude Stash, though, IMO.