I think they should be snug, but not tight. There's a point where it passes snug and become "sausage-casing".
It can be really hard to find jeans that fit your ass and thighs properly, if you have an ass and thighs. If they're big enough for your thighs, then they're too big for your waist, etc etc. Bastards.
If you didn't feel right about them, it's probably better that you didn't get them. When in doubt, don't.