I've purchased leggings for running in cold weather several times from Lotus Leggings and have never been disappointed. The leggings are true to size, do their job well, and are very stylish. And customer service from Lotus Leggings has been great. They are my go-to place for leggings.
I bought the unicorn/T-Rex leggings and one of the galaxy print leggings. Both are a perfect fit, both look AWESOME, and both are incredibly comfortable when out running. I haven’t tried them for yoga yet, but that’s in the cards too.