Despite the overwhelming vote for Barefeet, based on specific item preferences, it seems as though stocking material is almost equally preferred when adding up the categories of tights, thigh high nylons, and pantyhose.  All have different characteristics, but all are thinner fabric than the average sock.
Personally, I don't get fishnets.  They seem like they are strictly a sex appeal type item.  I don't think you'd see too many office women sporting fishnets at work.  I also can't see how they add much to the tickle sensation, if at all.