Wearing shorts with tights admittedly takes a little getting used to, since the very nature of the combination is somewhat oxymoronic. When I try it, which isn't as often as I'd like, I am thinking, 'am I cold, or am I hot?'
But despite its impracticality, I still think it's a great way to dress up during the colder months, and show off a bit of leg. If you layer some long socks with them, you're even warmer, and should get some points for creativity too.
I can't really think of any 'rules' to help one rock this look, except just try it out, with shoes and all, in front of a mirror and see if it looks 'right'. I think it's easiest with evenly washed dark denim shorts, as they're quite versatile in colour and go well with the staple black tights.
I personally only possess 2 pairs that lend themselves to this trend. I'm most comfortable wearing it with boots to cover up a bit of leg, and to show the boots off, too. I also prefer wearing shorts with slightly more translucent tights, 40 denier for example, so it doesn't look so heavy. I have, however, recently purchased some lovely thick grey tights from Tesco, which I will have to try with shorts some day.