Thin neoprene diver's socks make the best and warmest socks.
The recently recently mentioned Adirondack Mountain Club's Winter Mountaineering School Handbook gives that a qualified endorsement:
Experienced hikers almost always use two pair of socks - one thin pair of liner
socks and one thick pair of insulating socks. Some use three pair of socks: a thin liner, a slightly thicker middle sock and a thick insulating sock. In a three layer sock system, some staff members use neoprene socks as the middle layer. See note on
neoprene socks in the section on Vapor Barrier Liner
Here is the note from the VBL section:
Note that waterproof breathable socks or neoprene booties ARE NOT acceptable since water vapor will pass though and get your insulating layers wet, defeating the purpose of VBL socks.
I THINK they are meaning to say that neoprene is not acceptable as the VBL ... but would work with a suitable VBL inside them.