Have rbh designs VaprThrm socks & insulated version. They both work great IF its COLD. Just bought a pair of Integral Designs VB socks.
Generally your feet feel wet, so you may want to wear a pair of liner socks inside. Can add insulating sock over them inside shoe if size up your shoe 1 size for winter.
Here's a great review article of them.
http://www.backpackinglight.com/cgi-bin/...vel_part_1.html PM me if you can't open it and I'll cut and paste it.
As others have stated bread bags work well (for years as a kid sledding!), they just wear out from friction pretty easily, then provide no benefit once punctured.
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