I wear capris. I have to wear a knee brace and, well, it's ugly, so I like to keep it covered up. Before the knee brace became a necessity, I used to wear loose-fitting shorts (not tight running shorts, which always seem to ride up on me and also make my butt and hips look unsightly).
My favorites are the
Lotus Capris by Athleta. They stay in place, they don't show a drop of sweat (at least in black), and they are very moisture-wicking (already drying by the time I get home from my workout).
Sometimes I wear thin compression shorts underneath my capris (but with looser fitting ones than the Athletas--those would show the shorts underneath). I find that the compression can sometimes help prevent side stitches--it sort of holds everything in place.