These are amazing! I would say you could easily size down one and still have them fit well.  I usually wear a large in maternity items and have bigger thighs, and the large fits fine and are not at all sheer, but I feel pretty sure I could have worn a medium also.  I'm 7 months right now and these stay up but I also feel like I have plenty of room to grow.  Really cannot say enough good things about these leggings!