I am about a <34 waist.  Long legs.  I purchased a medium.  These fit on very tightly, but not to the point it's strangling you... though I haven't tested them long term.  They simply mold to your legs and curves, and are pretty comfortable but feel really thin.  They protect against the cold a little bit, though it doesn't create a huge difference.

My only suggestion as that you take into consideration if you're the type that wears tight LJs or slightly looser LJs.  Choose wisely.