The warning first: denier numbers lie. Two different brands both say 40 denier and one is thick enough to stop a draught, the other is see through the second you sit down and the fabric pulls across your thigh. I have bought the same number twice in a fortnight and ended up with one pair for December and one pair that was basically decorative. Worth it anyway, because nothing else fixes a bare leg problem this fast, or keeps feet warm in a boot that's otherwise doing nothing for you.
In the shop, or before you click, check where the gusset sits rather than just the size chart, because a shallow gusset on tights will creep down all day and a deep one stays put. Pull the welt of a sock between your fingers, the band at the top, and see how much give it has. Too tight and you get a red ring round your calf by lunchime, too loose and it pools round your ankle by two o'clock. For tights, look at the sheen as much as the denier, matte opaque reads differently under light than a glossy one, and a glossy 60 denier can look cheaper than a matte 40. Toe seams matter more than people admit, a flat seam under a sandal or an open shoe is the difference between comfortable and spending the day curling your toes to hide it.
Clashes are mostly about texture rather than colour. A heavily ribbed sock under a narrow trouser leg will print through and look lumpy, so save the chunky ribs for boots or wide hems. Patterned tights under a patterned skirt is a lot to ask of one outfit, pick one or the other to do the talking. Sheer black tights with a very casual trainer look like you got dressed for two different days at once, that combination wants a loafer or a boot, not a trainer.
The difference between good and disappointing comes down to what's in the yarn. Socks with a decent wool or wool blend content keep their shape wash after wash, cotton alone goes thin and shiny at the heel within a season. For tights, look for added elastane, it's what stops the knee going baggy by lunchtime, and a reinforced toe and heel panel means you're not throwing them out after one snag. Flat, neat stitching at the waistband rather than a rolled or bulky one sits better under anything fitted. Cheap elastane perishes fast, so the ones that feel slightly more expensive to the touch usually are, and they last.
The real mistake is buying by denier number alone and ignoring everything else on the label.