For most skiers, all-season or midweight warmth is the best place to start. These socks strike a solid balance between keeping your feet warm and wicking away moisture, which makes them comfortable for typical winter resort conditions from December through March. They're thick enough to insulate on cold chairlift rides but not so bulky that you'll overheat during active skiing.
The key thing to remember is that sweaty feet become cold feet fast. Midweight socks manage moisture well while still providing enough insulation for standard winter days, which is why they're the default choice for most skiers. If you only buy one pair, make it midweight.
That said, if you regularly ski in extreme cold or you know your feet run cold, you might want heavyweight socks for those frigid days. And if you're a spring skier or tend to run hot, a lightweight pair can keep you from overheating. But for the bulk of the season, midweight has you covered.