I think it depends upon what type of heels you're wearing and the occasion. Personally, I feel more put together when I wear nylons with pumps, sling-backs and sometimes even dressier flats. I wouldn't wear them with a strappy shoe style. I'm pretty pale, so I usually opt for a shade of suntan or sometimes even sheer black if I'm wearing a dressy black dress and pumps. Smooth bare legs are also acceptable. (You can wear nylon footies inside your shoes.) Tights are still popular to wear with boots, too, if your outfit is more casual. The main thing is that you need to feel comfortable and appropriate for the occasion. With those things will come confidence.