Are you looking for a good yarn? Hedgehog Fibres Sock Yarn is really nice, but not if you are also after the "inexpensive" part. For $29 per hank you get quality but not a lot of quantity. I don't use them for the average project. For those types of projects I want something else.
Knitpicks is the most reliable, and I've never been disappointed in a yarn from them. Check littleknits and DNBY for deep discounts, but realize they'll have hodgepodges. And as always, Ravelry will tell you if the yarn's worth the postage.
Soft yarn is wonderful, but the crazy-soft stuff is not durable and socks go under feet which support the weight of your entire body. The Knitpicks stuff is soft, durable, and quite reasonable in price for the quality. And a nice variety of colorways.
Knitpicks Capretta is a good soft yarn.
It's by far the softest yarn I've ever touched. Can't speak as to its durability yet, only just finished something with it – used it for a baby blanket, but it's a cashmere blend with wool and nylon, so it should be pretty durable.
Using a slip stitch pattern or additional nylon thread on the heel would improve durability in the sock department.
For those interested in Hedgehog Fibres Sock Yarn though, 90% Merino and 10% Nylon, and it's absolutely heavenly to work with. Smoother and softer than most alpaca/cashmere yarns I've ever worked with. I'm stalking their website for sock clubs, going to snatch myself a subscription into one as soon as they start.