Hi Rafe, it does depend on why you want to wear the tights - is it for additional warmth or is it for compression/support?
Generally, most kit manufacturers have a least one pair of tights in their line-up. I have a cheap pair of Nike tights and a more expensive pair of Gore Running tights. The Nike ones are thinner material, and the finish isn't quite as good as the Gore ones - but the Gore ones were at least twice the price. For the marathon long runs I'll favour the Gore ones, but for normal mid-week runs I'd take whichever ones are clean. Also, this kinda reflects my running wardrobe - my favourite stuff is the Gore kit but I tend to only buy it when I see it heavily reduced as the RRP is quite high. So if you currently have a preferred brand of kit, then it might be worth sticking with them.
If you're after compression tights, both Skins and 2XU seem to be highly regarded, but I don't have any personal experience of either.
They do tend to get worn only when its sub-zero temperatures, although I did wear the Gore ones on my long run yesterday in (slightly warmer) temperature due to the cold wind & rain, as they stopped the wind chill.
As you may have seen from the other posters, they aren't essential kit for marathon training in UK conditions. If you're training in a colder climate then they may be more important.