WAAAAAAAAAAY back in the day when I was young, these were called "Hot Pants."
There is actually still something in my high school dress code that says "no hot pants allowed!"
But I totally agree - you have to keep sucking in your booty (and I have a BOOTY) or the things creep up. I have 2 pair I bought at Lerner last year and I still feel so self concious in them. It is either the short shorts or the long soccer mom pleated things that you have to wear with penny loafers. (no offense to the shorts-wearin' soccer moms out there)
Try guys' shorts and see if they fit better - sometimes that is a good solution. It's usually just a matter of an inch or 2 to make it hang right.