Um, it really depends on the temperature of the room.
Sometimes I go to bed with socks on, and have to take them off because my feet get too warm, sometimes I go to bed without but then have to get up again and search for the thickest pair I can find.
I think if you're sharing a bed with someone it's only polite to put some socks on, since nobody wants icy feet pressed against them in the middle of the night!
I only wear them if it's been really cold, so maybe twice this year I've had to resort to that. Otherwise I get too hot, socks are amazing and keeping your body heat in.
Watched one of those kids science programmes with two guys in a massive industrial fridge, one was fully clothed apart from socks/shoes, gloves and hat. While the other was in his boxers but had gloves, hat and socks and the second one could withstand the cold longer than the one who was fully clothed did.