In reply to David Coley:
Not leggings but when its really cold I tend to wear a pair of fleece salopettes (North Face ? can't remember), often under goretex. That's kept me warm down to -25° or so but ski mountaineering rather than climbing. But when its not so cold I often wear Powerstretch leggings which are the warmest leggings I've ever had - my current pair are now quite old & from Lowe Alpine but my wife recently bought a pair from Rab which seem very similar.
Post edited at 08:23