Ordinary neoprene socks will soon soak your feet in their own perspiration. So what you need is neoprene socks with holes in the socks for the perspiration to get out, like the seirus.com supersock aka neosock or the cheap imitation sold by campmor (item 11411). Unfortunately, campmor is often out of stock. I recommend sizing up, since you don't want to compress your feet in cold weather, as that restricts the blood flow and makes the feet colder.
Both of these are made of neoprene with holes in it, sandwiched between nylon jersey. The nylon jersey wicks perspiration towards the holes, where the perspiration can evaporate. Without holes, the feet would soon be soaked in their own perspiration. Obviously, the holes let external moisture in, but this moisture soon warms up. This is the same principle as with a wetsuit when swimming in cold water–the neoprene insulates even when their is water inside the neoprene. By contrast, ordinary waterproof socks, such as Sealskinz, become useless when wet, either from excessive perspiration or from leakage through seams or a pinhole–and leaky seams and holes are inevitable with heavy use.
I bought up all the stock of Campmor size XL last year and then I tried calling seirus.com to see if I could order direct, since none of their other dealers was then offering the socks for sale. Seirus hemmed and hawed and finally agreed to sell me socks but would charge like $20 handling plus another $10 or so shipping. I never followed up on this offer, but maybe it is still available.
