Most of the time, I wear sandals, so no socks there.
But when I do, for whatever reason, end up wearing socks hiking, I usually do one of two things:
warmer weather; thin synthetic dress type socks. These don't hold any moisture and keep my feet quite dry.
colder weather; thin socks with a pair of heavy winter socks over top (sometimes two pair of heavy winter socks over top). Wigwam, EMS wool blend, etc.