I trace around my feet on a piece of computer paper and cut it out for a pattern. I place it on a thin old leather like coat that someone threw out. I cut soles out from the coat and sew it to the bottom of my slippers/socks when I've finished knitting them. I use a regular needle and thread, but you could probably also use dental floss. Some people like to use the Rubbermaid rubber shelf liners for this.
I like these because I can step out on the porch when it's raining/snowing to let the dog out and not get my feet wet. I never wear shoes in the house.