To add a little historical corroboration, the wearing of socks with sandals goes back a long way. Take a look here at two gentlemen modelling a style of footwear found in the North Germanic peat bogs of the first few centuries A.D.: These gents have style !
You will see that even then, the wearing of leg and foot covering under the sandal was optional. But claim your heritage in full, 21st century gents, that's what I say !

For a more detailed history of the sock, look here:
'Sock it to Me - A Brief History of Socks'

Finally, here is a fragment of a letter from home in Italy, sent to one of the Roman soldiers stationed at Hadrian's Wall, which is one of the 'Vindolanda Tablets' - inked messages on thin slivers of wood which are a wonderful source for social history, discovered by archaeologists some 30 years ago. (They are all online now, and make fascinating reading):

"I have sent you two pairs of socks from Sattua, two pairs of sandals, and two sets of underwear."

Keep up the Romano/British/Germanic tradition, gents !

- jeanie