Denim leggings (aka jeggings) are here to stay, I assure you. So instead of making fun of them (yes, I see your jeggings jokes, trust me), you should embrace them. I looooove this style, and I think it's very intimidating, but once you try it, you'll never leave your jeggings behind (should I start a "no jeggings left behind" campaign?).
If you're new to the whole denim legging game, I suggest you try a black pair, just as Nicole Richie wears all the time. She's been wearing the James Jeans "Twiggy" 5-pocket (in Black Clean) ($114). With a name like Twiggy obviously you're thinking, Jules, I'm not Nicole Richie and I'm not Twiggy. But hear me out. Jeggings are all about streeeeeetch, which means (a) they're comfortable and (b) they work with your body's curves (whew). It's really all about what you wear with the jeans. I wouldn't necessarily recommend a shorter blouse like NR wears, but an over-sized sweater, longer-length button-down or a blouse that's nice and flowy and hits at least to the bottom of your hips. Now, it's time to add your fab pair of heels (or riding boots if you so choose...sigh). Let me know how it works out, but I'm pretty darn sure you don't be disappointed. Mwah.