It really depends on the scenario. If we're somewhere sneaky unleavened everything on and just lift my skirt or something. If we're trying to be quick (but not in the shower) I will leave my nights gown or tank top on. If I'm being sexy I will leave my lengerie or sexy shoes on if it's easy to do while still having good sex.
But I NEVER leave my socks on. I Just feel like naked in just socks is the least sexy you can be. Lol