You could also just cut off the feet of the baseball socks and use them as leg warmers. I think that would be cute. (Although you may have to hem them so they don't completely unravel, and that may look weird.)
*lightbulb goes on* Now that I think about it, I have the perfect yarn to just knit some baseball sock leg warmers. Thanks for the idea
p.s. I third the arm warmer idea. Agyle armwarmers sound sweet.