I wear wool socks all the time.
For cycling, in the summertime I wear very thin smartwool crew socks or anklets (which smartwool apparently doesn't make anymore, grrr), and in winter, I generally wear those same thin wool socks under a slightly thicker pair. When I use two layers of wool socks I'll wear my winter biking shoes, which are a bit large for me otherwise, or my Keen sandals.
Off bike I'm almost always wearing some sort of wool socks, mostly smartwool, I have a drawer full 
Very nice jacket, Mimi.
2009 Lynskey R230 Houseblend - Brooks Team Pro
2007 Rivendell Bleriot - Rivet Pearl