Never wore knee pads much like the old Rector ones since they were so bulky, but the slip on sports knee pads (like 1/2 inch neoprene. i call them volleyball knee pads) can help. Hella lame looking if not wearing jeans over them. Shin guards I highly recommend (I used the same ones I used for Soccer) and these days I'd go with Pro Tec black spade ones which are like $25-$30 bucks (Full Set of pads for street is like $50). If you ride in low top shoes you *may* consider the Pro Tec Ankle guards as you start doing more gnarly stands and flips. I never wore any special socks, but my mom always had me these over the calf super thick Hanes socks. I suppose you could consider getting some Thick cushion running socks which I'd imagine would help. Doing a quick google it seems Thorlos socks are well liked. Shoes play the biggest part there and back in the day all I would wear was Vision Street Wear. Not the most padding, but they were durable as hell.
Edit: Very young Mullen at Kona with crazy pads on. He had to wear every protective item known to man cause his dad wouldn't let him skate otherwise. Nowadays he only wears shin guards.