you might want to try the sweats available at H&M. They should run you about $20-$25. I wear those to the gym, and while they're not perfect in terms of fit (a teeny bit baggy in the thighs), they're miles ahead of what I've found at macy's, target, champion's, Nike, etc. with a pair of high-top running sneakers, the H&M ones look pretty good, as the bottom of the pant drapes over the shoes, giving it a boot-cut look rather than the horrible tapered look I've seen on all my other (now discarded) sweats.
personally, I'm not necessarily looking for slim fit sweats myself, but more of a boot-cut style, so take that into account.