Sock Needle Size

[Lynnkay]

Just recently I've been knitting my first 'real' pair of knitted socks in the round (the previous pairs were knitted flat and sewn together).
I've enjoyed the challenge and finished the first one with the second one 2/3 of the way done. When trying on the first sock (knitted top down) I discovered that I don't care for the 'feel' of the sock. I like the yarn (merino & silk), but I think perhaps a size 3 needle was too large to make the sock comfortable.

What size needle do most of you use when knitting socks? On my next pair, I think I will go down a size, or more, depending on the responses from you who have more experience than I do in sock knitting. Thanks for any suggestions you may have.