I like padded shorts underneath because I can stick with pads I like, and layer them up as much as I need. My favourite shorts have entered the indecent phase, but they still fit ok and the padding is in good order, so they have another winter or two left in them. I wear a merino base layer over them, and fleece tights as the weather cools. And I don't have to fuss so much about the tights: the padding next to me is perfect for me, and any tights will do as long as they are not so small they won't fit or so big that they bag.
I came off last year in the rain, and trashed a pair of tights. It was no tragedy as they were from Lidl. If I had destroyed a favourite pair of padded longs, that would have been a heart ache.