Always socks then slippers...I don't put shoes on unless I leave the house, and I've never gotten dressed right as I am about to leave the house...I seriously can't think of a time that putting socks and shoes on have ever coincided...
I don't really pay attention. But I probably do sock, then shoe, sock, then shoe, to keep my socks clean and off the floor. I'll pay attention when I put them on tomorrow, but that's probably what I do.