Compression stockings are a great idea for days on call and so forth. Many, many surgery residents I know wear them (and some people wear them all the time). I myself wear them on my call days, and sometimes on other days as well (if I get home and see I have pretty swollen legs/edema, the next day I try to wear them). They really do help tremendously for your legs, feet and knees. Do they make me hot in the OR? Not knee-highs. I generally forget I'm wearing them except for the occasional itchy cuff edge. 🙂
I bought mine from Walgreens for under $10...I bought the mild to moderate compression knee highs. They made a huge difference for me on call as far as my physical tiredness in my legs being almost non-existent now in comparison. Thigh highs seem a little painful to me (esp if they start to roll down) but a few people I know do wear the thigh highs...most just wear the knee highs though. If you have access to a pair of closed-toed TEDs from your hospital, you could grab a pair to try. Brand name shouldn't matter too much, but definitely get ones with a closed toe unless you like the feeling of having a hole in your toe for 30 hours straight!