Compression clothing
Apparently, studies have shown no significant benefit to compression clothing in terms of leg fatigue. What I notice more so is that the hight at which you sit and the bend of your leg play a much larger role in leg fatigue. That compounded with the position and way you push the pedal probably are the most significant causes of fatigue. 

What you want is to have your seat high enough so that your leg is only slightly bent at the lowest position of your pedals on either side. Also you want to push more with the front of your foot. This will use the calf muscle more and put less pressure on your knees.

Also you can see these questions for more info:


How do I determine the correct position for my bicycle seat?
How do I make sure my bike's the proper size?
At what height should I have my seat on a road bike?
What is the recommended procedure for adjusting the fit of my bike?
What are some good exercises to prevent knee pain?