In the summer:
Banana Republic loafer socks.
They are super short, no-show even with low cut loafer/lace-ups. Work with sneaks too if you aren't working out hard (they are thin).
In the winter:
Smartwool socks.
I have tried a bunch and these are the best, bar none. I rock either charcoal or dark navy. They keep you warm and aren't too thick.