As long as it's not super cold out, I wear a pair of ankle-high Nike dri-fit anti-blister socks next to my skin, and put a cool-max liner over the top. You get the benefit of the two-sock system without the overkill on warmth and size (both are very thin layers). It fills about the same space as a mid-weight wool sock. I have never gotten a blister with this combo, ever.
I tried to find the Nike socks I own, but I think they're discontinued. Maybe this is similar??? [shox lightweight no show]
http://www.nike.com/index.jhtml#l=nikestore,grid,_grid,f-10002+12002+4294967049+4294967256&re=US&co=US&la=EN