Obviously I don't have this rule because of where I'm from (Angie, I'm so glad you asked about when MD was- I had no idea!), so I'm another who lets the weather dictate. I tend to bring sandals out later in the season though, since I have naturally cold hands and feet. We've had some hot days here this year but I still haven't worn my sandals- it does feel a bit early, somehow.
Maya, I tried really hard to think of Canadian or British "rules" regarding dress and holidays, but I couldn't think of any! Unless "10 degrees is shorts weather" counts, but I think that might just be an Ontario thing, and in any case is only something teenaged boys do, and only after a long, cold winter.