Even in the most freezing weather conditions, most athletic socks will work just fine since your feet heat up quite a bit. If running is your sport of choice, most socks will do since running will generate body heat. Thinner socks may cause your feet to feel a bit cold if you’re hiking or walking outside in colder weather. For those activities, you’ll want a thicker sock.
Merino wool is a good choice for year-round wear. It sounds counter-intuitive, but Merino is an awesome material that can promote both warmth and cool your feet down depending on the ambient temperature.