Sorry, just re-read the OP to discover more concern about feet than kilt. 'DOH'

I usually wear a wicking sock liner under my wool kilt hose to keep away the sweaty itchy feet and to make my kilt hose last a bit longer, which has the added benefit of helping keep my feet feeling dry even if my shoes get wet. The looser knit of the wool hose will suck up most of the moisture. Then appropriate footwear for the weather and/or occasion, taking weather into account first.