The best compression tights are, without a doubt, the Inov8 Race Elite running tights, which support you in all the right places and are super comfortable. If you are planning on spending a fair amount of time outside during winter and don't mind spending a little extra cash on a pair of compression tights, choose the Gore Wear R7 Windstopper running tights.
These tights are windproof, and water repellent and have three pockets to store all your keys/gels/lucky charms. Should you want to spend more time in the gym than outside, choose the Under Armour Rush graphic compression leggings. They were engineered for strength and HIIT training and are made of Celliant performance fabric.