Actually, I like the finer yarns. Sports weight is really heavy and I can't imagine using worsted. Are you using the right size needles? I use 1's and 2's for fingering/sock weight. I made a couple of pair of sport on 3's. But the fabric with 1's is so darn nice. Firm but soft. It's just a matter of getting use to it. I just knit a pair of socks on 2's and they are going really fast. But I still like using 1's. Someday I'm gonna get brave and buy/knit with 0's.
Once you use size 1 needles, you'll never go back.