I don't knit socks, but I do like the MadTosh sock yarn I used for a twisted stitch hat. i got it from In the Making.
I love the sock blanks from KnitPicks we have dyed in the past! They are so fun to knit!
I like hand-dyed sock yarns. Terry Martin sells beautiful skeins at the ADC show every year.
I use Kroy 4-ply sock yarn for Michael's black dress socks. I like to dye yarn for my socks (KnitPicks Bare sock yarn) or buy hand dyed yarns from dyers like Terry Martin and Lynne Vogel.