This is a great question.
What makes a sock yarn a sock yarn, is that it (should!) have nylon in it, to keep it from wearing out super fast. Plain wool will wear right through in the heel, very fast.
Fingering weight yarn is on the thin side. You will need small needles to make your socks (look on the yarn label to see what they recommend). When doing the ribbing for the sock, you can use even smaller needles, since ribbing will come out on the loose side otherwise. The nice thing about fingering weight sock yarn, is there are TONS of wonderful options for sock yarns in this weight!
Of course, I'm one of those impatient knitters, that likes to use thicker, worsted weight yarns on my projects, so that they don't take as long. Unfortunately, the selection of sock yarns out there in worsted weight is very slim. So far all I've found is very scratchy wools in limited colors.
If you want to use a worsted weight yarn that's not already nylon reinforced, you should reinforce it with nylon yourself. You can buy "sock nylon" and double it up with your wool, and use this in the heel and toe, or through the whole foot, or through just the sole. One brand of sock nylon is "Woolly Nylon." You can also find it sold as nylon serger thread. You can buy it in several colors from Schoolhouse Press. I've also seen it in JoAnn's Fabric store. I haven't verified how well this wears compared to nylon blended wool sock yarn, but apparently this is an acceptable route.
To use nylon reinforced wool in just the sole, you'd knit a sock like Elizabeth Zimmerman's "Moccasin Socks." With this pattern, you can knit the leg and the top of the foot in your nice soft wool, and then knit the bottom of the foot in your nylon-reinforced yarn. Scratchy yarn works fine here, you don't notice it! And it should wear very well. This is also a great pattern because if the sole ever does wear through, you can re-knit it! Just the sole! I love this pattern. Here's a thread I've posted about it, with a picture of the socks. (I want to make a video demo of making these socks, but I'm looking into the copyright liability of doing this.)
So there's my $.02 about sock yarns!