3 words. LEGGINGS. WITH. POCKETS. I had a Lululemon pair that I wore out and found some similar styles on Amazon to replace them! I also have gotten some fleece lined leggings but they were cheaply made.

https://www.amazon.com/gp/aw/d/B074V6TT94/ref=mp_s_a_1_7?ie=UTF8&qid=1513137214&sr=8-7&pi=AC_SX236_SY340_FMwebp_QL65&keywords=leggings+with+pockets&dpPl=1&dpID=315pnXbbodL&ref=plSrch