Often times in yoga class you find leggings that reveal the underwear underneath. Of course, you can buy any leggings you like but I highly encourage you to check if they are "downward facing dog approved" or "prasarita approved". When in the dressing room, do one or both of these two postures and check if the leggings are transparent. You can also ask a friend to help you check.
Maybe it doesn't worry you, but for me, it one of the first things I check when I buy leggings. If not, I am self-aware in my practice and my concentration is not as high. Plus, if you are in a yoga class, you will improve the concentration of those around you if you have DFD approved leggings. Another things that really helps is getting your size right. It might sound obvious, but it's true!
Any recommendations? Yes, definitely! The least see-through ones are fabletics salar leggings without prints, aloyoga, and manduka. Also amazing but not as thick are onzie and teeki. I know it can be tempting to save some $$ and buy lower priced leggings in supermarkets, but on average they will not be as thick as the ones mentioned. Maybe you do find non-seethrough leggings, just do the test ;)