surprised nobody's mentioned spanx or even those stretchy lace bike shorts that are popular lately -- it can be really cute when done correctly and is kind of a middle ground where you can avoid showing off your cooter but still show a lot of leg.
at 5'10" and thin also i have problems where i feel that even NOT short dresses look obscene on me because there's so much leg, and so i tend to wear tights a lot, and would presume you made the right decision. no need to show skin when you've got half a mile of leg there anyhow!
besides, i think tights look even 'hotter' than no tights sometimes -- with so many awesome lacy/fishnet/textured/patterned/colourful options, i think it's completely asinine to suggest that wearing tights isn't 'sexy' or 'hot' or 'stylish.'