Different socks for different purposes. Kind of like headphones. No one color satisfies all moods, nor is appropriate for all occasions. I find that system matching is the key. For the ultra portable system, white socks work best, especially at the gym. At the office, black and blue are generally good all-arounders, but tan and even brown work well with some systems.
Most people would argue that the synergy with the shoes and pants are the keys to successful sock matching, but I find that I have to tie roll for a while before I find what my socks are truely capable of. Some sock colors respond to certain ties better than others, but it all comes back to system they're matched with.
Relatively speaking, socks tend to be inexpensive compared to shoes and pants especially, but if you find "just" the right color (oh and the texture, pattern, and sock height matter too, but I digess) then it's worth it to spend a little extra. Yet, there is no sense in buying a $20 pair of socks for a $5 pair of pants! Can you imagine? Only an idiot would think that socks will improve the system that much!
But it's not really as much about the socks and other "gear" in your system, it's about the enjoyment that you get out of wearing them. And believe me, I know some people with VERY expensive socks who still aren't happy with them, while at the same time there is this guy at the gym who has been wearing the same pair for 17 years, and he's totally content with them...