Hmm. I have to admit that I seriously dislike socks and sandals in any context, so I feel obliged to vote against that particular option.

As you seem to be a more active chap that probably doesn't want to ruin a $50+ pair of hose in your adventures, you might consider looking at these. Yes, they're almost all shown on female legs, but they'd do the trick quite nicely and at $8 a pair, you could get quite a few without breaking the bank OR being overly concerned about wearing them out. The colours are all quite nice for wear with a kilt as well.