I've been through several styles and finally have settled on the "Venosan Legline" for the thigh highs....and Sigvaris cotton knee high series. The Sigvaris brand THIGH highs dug into the back of my knee.
The easiest way to put any compression stocking on is to turn it inside out, put your foot in, then, starting with the end closest to the toe, gradually turn them outside right as you pull the stocking up your leg.
There's devices called "EZ slide" or similar, that only work with the open toe style....but they make it easier to put the stocking on.
The other thing that helps is good textured rubber gloves that stick to the stocking.
Make sure you choose a supplier who allows you to try them on to ensure good fit without an obligation to purchase before being able to try them on.....or at least will allow you to return them if they don't feel comfortable.
It's a pain to try to find the right pair.....but believe me it's great when you finally do. It's far less pain than varicose vein surgery or blood clots that form b/c the veins get so deformed and can't channel blood effectively any more
We have very hot weather here in the summer...and I just wear mine anyway with skirts...
Best wishes and keep trying - it's worth it! :)