I used some German self-striping sock yarn, I don't remember the brand, washable wool/polyester. It wasn't the softest stuff I've ever knit with, but it feels good on my feet.
I used the Universal Toe Up Sock Formula from Knitty.com. This pattern works quite well to create a custom fitted sock (although for me the toe came out a bit too narrow. I have wide forefeet).
I had one problem with the pattern: When I went to start knitting in the round again after making the heel, there were holes in the corners. The pattern suggests that you make some extra stitches to compensate, but that didn't work for me.
I knit them on size 2 Brittany birch DPNs, which I loved. The gauge is a bit looser than I prefer for socks, though; if I did them again with DPNs I would use size 1. They are stockinette except for an inch of 2x2 ribbing at the top.
This one is somewhat too big around, but wearable.
This one fits better except for the slightly too narrow toe.
My next sock project will use circular needles. I like working with DPNs; it's portable and most of the sock could be done without my full attention. And the yarn did not slide off the DPNs nearly as often as I expected it to, but it did do so a couple of times. I want to see if I can learn to do circular needle socks the same way and if doing socks on circs will solve the problem of ladders where one DPN shifts to the next. (I did find a way to solve that, which my brain isn't letting me describe in words right now. But the way I used would make doing patterned socks more difficult, I think).