In Oregon and Washington sandals with socks is relatively common and doesn't necessarily scream "Dork". In the Pacific Northwest the attitude towards weather is "If I waited until it was sunny I'd never leave the house.", so we tend to get out and hike/bike/run/play ball/stand around drinking coffee in the rain. The most common type of weather I've found in the Great Wet North is overcast, rainy, and 50 degrees or so. Ergo, once you get moving your body will generate heat, necessitating shorts.
If I was to make a generalization I'd say that wool socks with shorts says "I am active and somewhat earthy. I'm a microbrew kind of guy who owns a mountain bike." This message will be diluted if the socks are (or used to be) white or non-athletic, the wearer is sufficiently heavy to eliminate the possibility that the mountain bike has ever been used, or the rest of the outfit clearly states "I pay zero attention to my appearance."
It's worth noting that the Northwest is also the place that popularized wearing combat boots with shorts. It's also worth noting that if you are thin and attractive it's much easier to get away with an "elegantly ragged" look. The classic example is Brad Pitt in "Fight Club".
Full disclosure: I live in Silicon Valley now, where socks with sandals is a faux pas.
"What do I want? I'm an American. I want more."
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