I almost always wear hose with a dress unless, unless it's a sun-dress type of thing and I'm wearing sandals with it.
I'm another one of those who doesn't tan, only burns. So my legs stay white year round. And for whatever reason I can't get those nice, smooth movie/tv legs. Seems like no matter what I do - shaving, waxing, whatever - the next day (or even later that day) I've got little bits of stubble. From there it takes a long time to actually grow it, but it seems to think that little bits of stubble is a natural state for me.
So the end result, if I don't wear hose, looks rather like an uncooked chicken drumstick in shoes.
Plus, I tend to get bruises/blisters on my feet fairly easily, and if I don't wear hose with shoes I'm almost guaranteed to get a blister somewhere. Except those slip-on runners/tennis shoes, those I can do. But they look really strange with a dress.