I always wear my Skins A200 long tights during exercise rather than after. For one thing they are supposed to improve performance (hard to tell really) but also I can't really be bothered to change into them as soon as I finish.
Personally I wear them under baggy shorts. I haven't personally got anything against just tights but at my club it's just not the done thing.
They are very comfortable and I quickly forget I have them on. They come with a case and three sets of lenses : yellow, grey and orange. I tend to wear grey but the yellow ones are good for cycling on more overcast days. They are £29.95 from Sweatshop.
I have to say I have never heard claims from manufacturers that compression garments make a tangible difference to air resistance . That said, there are supposedly various benefits to wearing compression garments.
SKINS, one of the most popular brands, lists the following : -UV Protection -Improved power, speed and stamina during exercise -"Moisture management" (Highly wicking) -Reduced DOMS -Decreased muscle vibration -A heightened sense of proprioception (You feel more aware of your body)
So yes. There is another reason. The next question is whether these claims translate in to normal use. This is far less clear.
With regard to proof, SKINS say the following :
"The performance, recovery and lifestyle benefits of SKINS have all been independently researched and published in peer review journals. The scientific community recognises this type of product testing as the highest standard. In fact, SKINS leads the industry with peer review journal publications.
Research results show that SKINS vastly reduces the build-up of lactic acid immediately after periods of sustained exercise. This allows for a more rapid return to normal levels and minimises the occurrence of delayed onset muscle soreness (DOMS).
Many people are still sceptical and claim that the effect of compression garments (if any) is due to a placebo effect. Runner's World recently did a feature on compression garments http://www.runnersworld.co.uk/kit/dress-to-compress-the-facts/7003.html and this suggested that they were indeed beneficial. The comments may be more useful than the actual article.
Personally I wear compression shorts for both reasons - I find them very comfortable and like the feeling of compression but also I believe they help with performance and recovery.