/cgl/ - Cosplay & EGL

If it's full tights with the crotch and everything, you could just wear it as normal over your head, and trim where the bathing suit would show.

If it's just on the arms, you could try this stuff (pic related). I think it was mentioned in this thread before (or maybe another one i can't keep track anymore), but it has good reviews, and apparently once you put it on it doesn't budge! But since it would be around your arms, I'm not sure.

You could also safety pin the hell out of it, making sure the pins don't show, my friend does it but it take one or two people to help her, since she can't do it by herself.