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I wear Hue ones with pumps and low vamp shoes... they basically just cover the ends of my toes, and have the silicon thingies on the heel. Never had any problem with them coming off. With loafers, oxfords or sneakers, I use ones from Joe Fresh! Again, no issues... and cheap
Glad you asked the question - it's great to see all these recommendations.
So far, I am enjoying the Bombas thin cotton no-show socks, and am waiting on an order from Allbirds to go truly sockless.
Keep in mind that in my area, it's still pretty cold and I am still wearing the Bomba with booties. I believe they're cut too high to disappear under sneakers.
I wear a 7 shoe and ordered them in a Medium instead of a Small. This may be why they're not applying too much pressure on my feet.