I have heard of SPD sandals, but can't see how they would be durable/comfortable!!
Definitely agree with having a pair of shoes/sandals/flip flops to change into when off the bike
I use SPD sandals, and like them.
I don't generally wear socks, though I'll carry a pair in case I get problems with the straps chafing, which can happen if you get grit under the straps and don't stop to clear it out. I don't find it necessary to take a second set of footwear for evening use, and there's no problems with sweat or the sandals getting soaked on a rainy day or if there's
a river to ford as the sandals dry out quickly. They are OK for walking - I did 5 miles across the moorland before reaching the ford.
I don't have a problem with cold feet during the touring season. My rule is that if I don't need gloves, I don't need socks. When it does get cold, toes seem to do better than fingers do. I did go sockless one day at the end November of last year, despite there being ice on puddles and frost still on the grass at 4pm (I was to visit a flooded pub, which involved paddling).