I downhill skied with a pair of alpacas and have used the taller ones for late season hunts. They are nice when it's cold!
I've had great luck with different thickness pairs of Thorlos. I like Thorlo models that have a little more padding in the ball of the feet....even their lighter pairs I wear in the summer or on warm days in the fall. I've also had good luck with Smartwool. I've gotten some great smartwool deals at Sierra trading.
I HATE saggy socks as well. I haven't had a problem with alpaca, thorlos, or smartwool.