I do so when I inevitably rip them off in the night with no lucidity whatsoever I have a fun little scavenger hunt in the morning.

People who live in climates where it gets cold in the winter, turn down their thermostats at night, and get up in the middle of the night to pee?

Don't ask me why, but I sleep much better when I wear socks. It's worth a shot for anyone having trouble sleeping.

People who have rough feet that don't want to destroy the foot-end of their bed linens (polyester ones at least).