That depends. It depends on how confident you are, and how confident you want to feel.
Simply put, if you want to feel feminine and glamorous at the same time, then there is only one choice - stockings. These have been the hosiery of choice for generations of women who want to feel confident, empowered, and sensual.
Apart from their obvious attraction, they have other benefits. They are cooler to wear on warmer days than tights/pantyhose, you don't have to dispose of both legs if you get a ladder (providing an instant spare leg), and stockings can be slightly cheaper than hold ups (which require silicone to be added during manufacture, in order to stay fixed on your thighs without a suspender belt), or tights (which require more fabric).
Gone are the days of uncomfortable stockings. If you fidget and fiddle with your stockings, then you need to either select a different size (too small and they will pull your suspender belt and feel too tight - too large and they will roll on your thigh), or you need a better fitting suspender belt (this is the key to well fitting and comfortable stockings), preferably with six straps that attach to your stockings. Providing you get this correct, then you will soon be joining the ranks of women who wear stockings all day long - and trust me, there are many thousands of women who do.
If you don't necessarily feel confident wearing stockings, then hold ups are a wonderful compromise. You'll feel womanly and glamorous, whilst not requiring a suspender belt (often called a garter belt). You will often find the same styles of stockings also available as hold ups (and sometimes as tights too). Whilst perceived as 'easier to wear' than stockings, hold ups (or stay ups) may not suit women who are sensitive to the silicone band at the top of each leg that holds them in place, some women can find this irritating, and as previously mentioned, the added silicone makes them more expensive to produce, and buy.
If your skirt is incredibly short, then tights may be the only way to go without showing off your stocking tops. However, you could look at the option of suspender tights, which are tights that have 'cut outs' to mimic stockings, and traditionally sit slightly higher on the leg than stockings (you could also wear longer stockings that sit higher on the leg - like most Europeans do).
Tights, or pantyhose, can still be incredibly attractive. They can be 'sheer to the waist', thereby avoiding the 'shorts' built in to many cheaper pairs of tights, you could also consider a pair of tights that have a seam travelling the full length of the leg, making your legs appear longer than they really are.
Virtually every woman will try stockings at some point in their adult life. Many will continue to wear them in the boudoir and special occasions, but a large proportion will also wear them on a daily basis. Once you have tried stockings, and have found a pair that fit you perfectly with a comfortable suspender belt, you will experience a level of confidence that only luxurious underwear can give you (even if nobody else sees them).