Waxing is a pain. Shaving is a pain. Hair removal creams are a pain and can burn the skin.
Cotton/lycra does not have the sheen of nylon/lycra, but they are more opaque.
There's one other option. Get a pair custom made in a heavy weight nylon/lycra. Uniforms like the speed-skaters, bob-sledders, etc. wear often have heavy weight material. They also make the heavier weight material for things like wrestling singlets.
Another alternative is to have tights made from a polyester/lycra blend. These blends tend to be heavier.
There are lots of places to get these heavier weight materials, and there are lots of places that will turn it into tights.
Good Luck!
balletboy[/i]