Sock can be knit in varying yarn weights not just Fingering weight yarn. The needle size would depend more on yarn weight and your gauge than the item being knit. I am currently knitting kilt hose (knee high socks to be worn with a kilt) in sports weight on size 4 needles and could have used size 5s. There are a lot of patterns for worsted weight socks using size 5 to 6 needles.
Look for a pattern you want to knit, select the yarn you will use and then pick out the needles. Pick the size recommended and have fun knitting your project.
Evaluate the needles - did you like the needles material, did you like the needle length, did you get the gauge you were expecting?
Having knit your project and evaluated the results, look for a second project. Will the needles you have work for the new project? Do you want to try needles made with another material?
Get a second set of needles, if necessary, or do a second project on the original needles.
Repeat the knitting and evaluation and getting new needles until you have 8 or 9 set in all possible sizes. Once you have reached this point go to the yellow pages and find a chapter of [I]Knitters [I]Anonymous[/I][/I].