Stockings are great. When Yasin was born my sister gave me some nice thick stockings for Yasin. DH took one look and said 'there's no way my son's wearing stockings' but as soon as winter arrived and Yasin started kicking his socks off he changed his mind.
For this winter we got Yasin PJs with feet on them. They have buttons on the waist so you can button the top to the bottom if you want.