I think it is extremely important to have a great pair of socks on while working out. For me, it is especially important as the training miles are increasing each week.
I have done a few reviews for PRO Compression, which you can read here and here. I have the tall marathon socks in black, white, and orange. I also have their low socks in black.
I love their socks so much, that I scored myself a few more pairs. I now have the Trainer Low sock in grey and the PC Runner sock in neon.
I have said this before, and I will say it again, I love my PRO Compression socks. Don't just take my word for it though - you can read more about why people are choosing PRO Compression on their website.