Have you looked at
Silver's Tutorial? Rather than starting with sock yarn to begin your socks, she starts with a wide range of yarns including sport, dk and worsted. Worsted is a great way to learn basic sock construction if you have never knit on DPN's. And as Lady B said, look at Knit Picks for a wide range of less expensive yarns. Then when you are good and addicted we will send you to the $25 a 50g skein a yarn (I mean you do deserve a pair of $50 socks, right?) :D