For me, it depends on the situation. If I'm going to somewhere quite formal, I'll probably wear the traditional hose, sgian dubh, and for footwear, my pair of traditional ghillie brouges.

Otherwise, I wear a sort of combatish styled boot with regular grey socks, for usual kilting. I really like the look of boots with kilts, I think it gives it a nice rugged edge. But that's just me.