I do. I haven't had a problem with my feet slipping, but I also don't lift as heavy as Cathe. Some of the ladies I do Pilates with have actually purchased medical socks, the type they give to patients in hospitals with the grip on the bottom so they don't slip and fall. You can also get yoga socks which have grip on the bottom.
What kind of surface do you workout on? At home I lift barefoot with no slipping problems. I workout on a densely woven large area rug that covers the carpeting. Due to the texture I feel very secure and stable on it.