Here is an old article, from 2009, about whether or not women should wear hosiery in the office. Read the remainder of the blog entry for my response.
I tend to disagree with the overall advice, in that I always recommend hosiery for all formal situations, and most casual situations. You could even wear footless hosiery at the beach. It just looks weird. That being said, I do respect the article and the people involved, because they do take a relatively balanced approach to the topic. The issue is not about comfort only, but also about sending a message that we are being formal, and the people in the article do address that issue.
The best quote of all is from Toronto-based image consultant Anne Sowden:
Men wear socks when they go to the office no matter how hot it is..