Meh. I prefer to be totally comfortable. But I used to have sex in cars.....in the winter, so yeah, I can get off with cold feet.
I know some book or magazine article said to keep the girl's feet warm so she can come. But, I think the more comfortable you are, the easier it is to have an orgasm.
I live in a house, with a bed, and I do usually wear socks (or stockings, but usually socks) so I prefer to have warm feet. But, if the sex is good, it doesn't matter.