I have a problem with sweaty feet, even if my feet are cold they sweat in cotton! I was told by a podiatrist that Smart Wool (that's the brand) socks are the best socks. Cotton holds moisture so when your feet sweat, the socks absorb it and keep it. Other socks (like smart wool or others) "wick" away the sweat and into the shoe.
I have 2 pair of smart wool socks and a pair of Nike socks with "wicking" technology. I love them and wear them even in summer. My feet are cooler than with cotton socks because they stay drier. And in my running that I do, my feet have had less blisters!
However...they are not cheap. One pair costs as much as a pack of 6 cotton socks. So that is something to consider along with the other good frugal options posted here.