Do you ride clipless? When I first switched over from platforms, I noticed a numb toes problem. I realized that I was putting too much pressure on the balls of my feet, causing the numbness. I guess it telegraphs through the thin road shoes more easily than a pair of 'regular' shoes on platforms?

Anyway, I've since trained myself to keep my toes loose as I ride, wiggling them every so often to make sure the blood circulates. Think 'circles' when pedaling which uses a more uniform push AND pull effort. It relaxes my feet and improves my pedaling cadence, too!

In my case, it wasn't a problem with the socks.