Onto happier thoughts, an order from mytights finally arrived just in time for colder weather. All last winter I had debated ordering the fleece-lined thigh highs from the brand Plush (available at Shopbop), but I was worried they wouldn't stay up well so I never did.
This time around, I found a pair from Trasparenze. They are wool, not fleece, but seem to be very warm and cozy (if a bit itchy) so far. The band at the top stays up very nicely and does not dig in on my legs at all. I love the idea of these, because yes I want warmth, but don't love wearing full-fashioned nylons as much, so these are a perfect compromise.
They look great in person and are semi-sheer. They don't have a "nubby wool" look to them, so if you are hoping for something more substantial, these aren't for you. I find the quality of these to be really nice, especially for the price (which I think is reasonable for well-made stockings).
Trasparenze Jennifer Wool Hold ups, shown with Forever 21 Studded pumps
Fit on the hold ups seems slightly small. I anticipated these running a bit smaller as they are wool, and ordered the size 3/4 even though I fall in the 1/2 range. I probably could have gotten away with the smaller size, but these stay up well and I'd rather have the knowledge that if they shrink a little when I (hand) wash them it'll be okay. They come in charcoal as well and are available at Mytights.