I have always had a bit of a love/hate relationship with tights. I’ll fall in love with an adorable pair, and then after a wear or two, little rips will start to appear, and then before I know it, there’s a run down the back of the left leg, then another one, and another one, and soon enough I’m walking around in a practically destroyed item of clothing and my mom is asking me, to my displeasure, “Do you need new tights? Let me buy you new tights.”
One thing that I have discovered in Moscow is that nylons are key. I brought a dark pair along with me for more formal situations, and thought that that would keep me covered. What I wasn’t expecting is that women don’t really do bare legs here. It may be sunny and warm, but you still need pantyhose to go with that skirt (and even that pair of shorts) if you want to look the part of a moskvichka. After whining a little bit about how unfair it was that I had to cover up my legs, I bought a couple pairs of tights. They are incredibly strong (no tears in sight) and incredibly comfortable. They don’t make me feel stuffy or hot, they don’t itch, they don’t rip. I’m already a little bit in love with them.
As Dilara pointed out in her blog about Muscovite fashion, the women here are very put-together compared to what we are used to, which can be pretty intimidating, but when I put on a nice pair of kolgotki (tights) on, I immediately feel much more modnaya (stylish).
A few convenient, inexpensive places to get kolgotki in Moscow:

Ashan, our favorite super-market. The one we frequent has a section with tights, socks, pajamas, etc.

Calzedonia – an Italian brand that sells leggings, bikinis, lingerie, etc, and has locations in both Moscow and St. Petersburg. I got the pantyhose that I love so much here!
Update:
Now that Moscow’s temperature has been climbing into the 80’s (˚F), I am seeing more and more bare legs out on the street.