I've tried several sock patterns so far. I've started two socks on #4 40" Addis and the 2-at-a-time sock book. I've tried four double-pointed needles, with the stitches divided onto three and one needle knitting and eventually taking the place of one stitch-holding needle. (I think the latter is the more traditional method.) These two methods left me cold! You spend so much time moving stuff around that it goes very slowly. It didn't help that the yarn I was using was teensy tiny.
So now I've got some Lion self-striping sock wool going on two #4 pointy needles. I like the points because they make it easier to poke through the tiny stitches. The yarn is a bit thicker too, better matched to this needle size. But most importantly, it feels good to knit them and I can see progress. I'm using the pattern here: http://www.lindascraftique.com/free/tnsocks.htm
There are lots available, but I liked this one for starters. I forgot that I was supposed to change to purl every other row for stockinette on straight needles, so mine are all in garter stitch, which I think is cool. The fabric feels great and I hope to have a sock in a few days. ONE sock in a FEW DAYS??? I don't see myself knitting drawer fulls of socks! I have a plan to start the second one immediately upon finishing the first so I won't suffer from Second Sock Syndrome, but we'll see. No promises!