Jenniferblue - I find cashmere socks everywhere; you just have to learn to read labels. I had a long run with some from Target that were ultra cheap but held up for years and years - but I haven't found any there lately. Try TJMaxx and Marshall's or just regular department store.
I really hate cold feet. I don't know if it's just me, but it seems that most dress socks for women are made of silk or cotton or some weird acrylic blend, not wool. Men's dress socks come in wool - and they are super warm!! I learned that when borrowing DH's to pad around the house in. So I first started trying to wear men's socks... but my feet are too small.
That's when I started looking around and reading sock labels.
The trick is to find a wool blend sock that has some cashmere in it - the more cashmere, the better. But even 10% is good. It is also not itchy like regular wool. And cashmere makes the sock light and thin enough to wear with boots and dress shoes.
You can splurge and buy 100% cashmere socks - very very expensive! I did this once, but then I threw them in the wash and ruined them. 100% cashmere socks need to be dry-cleaned. Too much fuss for me. Socks with a blend that has a little bit of cashmere, hold up just fine in the wash and need no special handling.
When it's really really super cold here, I'll add a thin cotton layer under the cashmere sock - I use the same cotton socks I wear to run in. I also wear the cashmere socks over tights when wearing skirt with tights and boots.