Wearing opaque tights under leggings are a very good way to wear them and you will stay warm in the biting cold.
How you wear them is really up to you in the end but wearing the tights and leggings together under the shorts are stylish and very warm believe it or not. Any color can be good, best ones I would say would be black, grey, white, cream, and tan.
Any type of boot is fine. High heeled, or boots like UGG's. Tall boots, or short booties.
If you want heels, that are not boots, wear thick opaque tights. Pairing leggings over the tights is good with tennis shoes too. If you want your feet to be really warm get a stylish sock to put over your foot and bunch it around your ankle for a fashion statement.