Thigh high compression stockings are held up by a silicone top-band, which is standard on most styles.  For those individuals who can't use silicone, there are thigh highs available without the stay-up band that can be held in place by a garter belt, skin glue (It Stays), or waist attachement (chaps).

When sized properly, the top of the band should be 2-3 finger widths down from the crease of your buttocks.

All thigh highs, except chaps, are sold in pairs.