I worked at EMS for a long time.
I've tried a lot of socks: EMS, Smartwool, Dahlgreen, Dri-Stride, Thorlo, Fox River, Acorn and who knows what else.
In the end, the Smartwool socks are the most expensive but last the longest.
Most of the sock manufactures offer their socks in various thicknesses. Almost all the socks are some blend of merino wool, nylon and polyester. Typically the thicker the sock the higher the merino wool content.
The socks that may the most useful for diving will be their, Smartwool, mountaineering and trekking weight. The primary difference is the height up the calf they come. The mountaineering is taller so that it won't rub you funny in plastic of leather mountaineering boots.
I'd be careful about layering of too many socks. If you squeeze the blood out of your feet, they are going to get cold no matter what.
No cotton what so ever. When it get wet, from sweating, it is simply going to hold that moisture next to your skin.
Something that you can typically get seasonally at places like REI or EMS are the Acorn 200wt Fleece socks. They are definitely one of the warmest socks I've ever put on my feet, however they are sewn together vs. woven together. They tend not to stay up and you can feel the seams.
