Since I only do this when it's too hot to wear a long sleeve shirt, I find socks to be too heavy and hot. I prefer to use a women's tights but make sure to find cotton ones (silk or other natural fiber would probably work fine too as long as it isn't synthetic. Synthetics tend to scratch fine surfaces.
There are also special sleeves made to hide tattoos (for working folk) but I haven't personally found them in cotton.
One Ring to rule them all, One Ring to find them, One Ring to bring them all, and in the darkness bind them.