If you're using a yarn that isn't "sock yarn", try knitting your swatch on needles 2 sizes smaller than what you would normally use for the yarn. You generally want the fabric of socks to be more tightly knit than say a sweater to get better wearability and a bit smoother feel on the bottoms of your feet.
Remember - needle sizes on ball bands are "suggestions" not laws!
If you are using a "sock yarn" the needle size suggested is usually appropriate to get a fabric that works well for socks.
Happy Sock Knitting!!!!!!!!!!!!!!