Heavyweight ski socks are your warmest option, built with thick, substantial material that adds maximum insulation. They're the right call if you're skiing in extremely cold conditions, run cold naturally, or are a beginner spending a lot of time standing around. The extra bulk can also take up volume in boots that fit a bit loose.
The trade-off is feel. That thick material dampens your connection to the boot, so you'll notice less precision and responsiveness when making turns. On mild days, heavyweight socks can actually cause overheating and sweaty feet—which can then make you colder.
One common mistake: don't buy heavyweight socks just to fill up a sloppy boot fit. You're better off addressing the boot itself with a proper footbed or getting boots that actually fit. Heavyweight socks should be about warmth, not compensating for poor fit.