My inner thighs are well developed, but that may be genetics as I have big legs. Even when I'm carrying quite a bit of extra weight I still get comments on my thighs and calves.
I just squatted like crazy. Full and half squats (I guess some people would call them 1/4s, I mean above parallel) and front squats.
I was doing two sets of 20rep squat 'progam' a week. ie 1-2 bodyweight sets of 10 to warm up then 2-3 warmups with increasing weight then a 20 rep set with a weight that smashed me by 10 reps and then just breath it out to 20 Jelly legs to the max.
I did that for about three months, now I work legs 4x a week in a push-pull routine and they're loving it.
I had massive flexibility issues at the beginning. If I can reccomend two things, then first thing would be the sitting style that was suggested by one of the article here. Basically full squat position for as long as you can hold it. At first for me it was about 5 seconds but now it'd be minutes I reckon. that was the bigest contributor to my hip flexibility. Secondly I'd add a back roll down to your stretching (not before weights, just in general) you do it in most pilates classes, that gets my back limbre like nothing else.
Anyway good luck, but if you have free weights then DB squats, thrusters, lunges and push presses is what I'd look at in that order.