Now that the weather is getting warmer, most of the shoes I'm wearing don't look good with socks, but wearing shoes without anything is uncomfortable for me.
A few years ago, when they first came out, I would wear peds most of the time, but they would either slip off the back of my foot or would be visible around the edge of my shoe. It wasn't ideal.
The solution that works for me is to do what my grandmothers would have done. (Isn't that so often the answer?!) I wear knee-high nylons. They're not as hot and constricting as full stockings, but don't slip off my feet or show like peds. Now, I'm not advocating wearing knee-highs with skirts and dresses (à la Vicki Lawrence in Mama's Family) but with pants, they're totally invisible.