I have never played without socks. My shoes would smell horrible if I just let all the sweat fill the soles and get into the leather.
My remedy is to fill my locker at my club with 5 polos, 3 pairs of shorts, 10 pairs of socks, 3 extra pairs of shoes, 2 dozen balls, and 5 hats (to match the shirts).
My club always washes them on Sunday evening (even if I haven't worn them) and puts them back into my locker for me by Monday morning. This is just in case I forget something or need an emergency round and don't want to head home. It's a great perk.