I wear them often for running when its about sub freezing. I was really shocked when my wife asked why I always wear shorts over... definitely don't feel like giving a show when I wear them, but she didn't think it was an issue either way. Ain't no way I can run a workout with baggy pants on though, so tights with shorts it is.
I wear the super thin leggings for wet wade fishing. I'm a ginger, so keeps me from having to apply and re-apply sunscreen and prevents the seems/hem of my shorts (need pockets for wade fishing) from chaffing the back of my knees when they're wet. Wet-wading in long, loose pants adds too much drag for all day fishing.
Have a pair or two of thermal types that I have worn to do some crossfit stuff in very cold weather. I'm a shorts over the top in that situation as well. But truthfully by the time I'm warmed up in the workout I usually wish I didn't wear them.