Once the weather gets cooler (and I'm wearing tights) I switch to unpadded, quarter-length merino socks from Defeet, Sockguy and Smartwool. I'm not SURE it makes a difference but they definitely make me FEEL cozier .
I own several pairs of Defeet Wooleators, and I think that they definitely make a difference once it turns cool. If the toes are happy, I'm happy!