Assuming you're talking about leggings in the form of stretchy, form fitting pants, I would recommend going to a second hand clothing store and just picking out a bunch. Pick different sizes, different brands, different colors, and then try them on at home. A lot of second hand stores allow returns for clothing within a certain time frame and you will pay much less than you would for new ones, plus have a greater variety of brands to try on. Most department stores might have 3-5 different brands if that, some second hand stores will have a dozen or more. See what is comfortable and what you feel good in.

If you're thinking of tights or the sheer or semi-sheer layer you wear under a skirt you'll need to buy them new, and just get a size up from whatever size you think you might be. They are always too small!