I wear a 9.5 womens shoe and I buy the large Solmate socks.  I love them because they are cotton, breathable, warm, thick and I like the styles.  They do shrink a bit and the size medium was too small after washing/drying.  Durable.  Nice construction.

I like these especially because I can wear my water sandals into the cool months with these socks.  I do not wear them with regular shoes, they are thick.  I also wear them around the house in place of slippers.