Nelbass, I left this info on another post, but will duplicate it here.
If you play at temps under 50 degrees, you could try socks made of Polartec material. I have some of those and they keep your feet really warm (almost too warm). Only drawback is that you'll need to wear a shoe that is a bit more generous size wise, since the materail is bulkier than cotton. I have a pair of DryJoys that I use only for rounds in the coldest weather.
For anything over 50 I find that regular FJ socks are fine and keep my feet suitably warm.