WigWam socks are popular in the midwest. Merino wool is the way to go for 0 degree weather.
I found mine, thanks! Chenille/ fleece seem to be the warmest and lightest. Wool is a little scratchey, isn't it? I used to wear wool ice skating and walking in the snow as a kid. But wool gets soppy when wet. Maybe I'll just out shopping to get exercise to keep warm! LOL!