How does one wear leg warmers without them sliding down?
So I would suggest a good pair of leg warmers with a nice grip on the top, however this still doesn't mean that they wont slip.

Shaved legs where they are connecting to is a good way, but a good pair of bib shorts with a grip on the bottom helps.

I found my Merino leg warmers would slip even though I had them under my bib shorts, so I made sure I didn't have them pulled too tight, and they were a good few centimeters under my shorts.