How to choose a full-length compression stocking. Thigh highs vs pantyhose vs leggings. | So your doctor told you to wear full-length compression stockings. Knee highs aren’t allowed so you’re left to choose between thigh highs, pantyhose, and leggings. How do you know which of those options is right for you? If your physician failed to give you that extra advice, you’re not alone. This is a very common question faced by many compression wearers. In this video, Kelsey covers pros & cons of each style and also offers tips learned regarding each to help guide you through that decision.