I generally wear either pantyhose or tights under jeans or pants but find the opposing materials are not that compatible, in that they don't slide against each other and make for a regular tug of war. They do help with keeping out the cold though and so I do wear them, but then for work I always wear a dress or skirt, and boots. To avoid that incompatibility issue with the fabrics I always wear a slip and everthing "slips" nicely.
Personally i would because it keeps you warm
If that's what it takes to make you happy, sure go right ahead.