Shoes belong in the entryway. Socks in the bedroom. Socks will always be put on before shoes.

There are a couple of niche situations where one might put socks and shoes on at the same time/place, but the norm of socks first then travelling to the shoes dictates that socks first, shoes after.

The one exception is when for example, changing in a public space, or outside, where you don't want to get your sock dirty, so you put sock then shoe and then sock then shoe