I've never tried the socks, but wear the sleeves all the time. I have very cranky feet that require one certain type of sock for running (everything else gives me blisters). Love the compression- I really think it helps (even if it's only a placebo mental effect I'll take it).
I've never tried CEP, tho. The material seems sooo thick. I wondered if they wouldn't be too hot running. I currently run in my 2XU sleeves.