I have no idea what size to get

My waist is 33 inches and my hips are 41 inches. The XL fit me perfectly. Hope that helps!

5'3, 125 lbs. What size would I get?

I am 5'1/2", 95 lbs., and I ordered a small which was too big because the legs ride up. I will use them under my leggings when I go snowshoeing for added warmth, but otherwise probably won't wear them.

Looking for something to wear under dress for if I bend over...would this work?

If you're looking for a 'short' under a dress in addition or in lieu of underwear, then yes, it will work for that. However, it is very short-if you're looking for a true bike short length, it won't work for that purpose.

how heavy are these ? I'm looking to wear under summer pants/ shorts etc

They are not overly heavy The Las Vegas high heat makes everything uncomfortable but I felt fine in them for the party we went to and I wear them to work with certain skirts and dresses. They are more like boy short underwear with a higher top.