If you’re comfortable going into American Apparel, their workout pants are made with the same stuff as lululemon and have a perfect little pocket in the front waistband. When they’re on clearance, I snap ’em up stat.
If you want supercute leggings, I recommend Poprageous — the prices are higher than Target et al, but they’re made in LA and there are so many great patterns. Their regular leggings work fine for working out, but they also make a line of specifically sporty things, too.
If you’re feeling weird about wearing “real” workout clothes, one strategy is just wearing the most outrageous ones possible — like, who is gonna mistake you for someone who’s taking yourself Too Seriously in the gym if your legs are literally covered in technicolor donuts???