Learn about the yarn you are purchasing, so that you can make an informed decision about your project construction. I say this because there are yarns out there that can surprise you in how they wear. Even if marketed as a sock yarn, it may still relax significantly after use, resulting in a loose fitting, saggy sock. Ask me how I know...
That said, here are some tips if working with 100% merino sock yarns like Kiogu KPPM
1. Always use a smaller needle: I used US Size 2 (2.75mm) with a gauge of 8 sts per inch. The finished and blocked sock was tight and firm, but I might use US 1 next time
2. Wash after each wearing. This by itself should return the spring to the string. The wear stretches out the wool (even when knitting in negative ease, with tight ribbing, and cables), resulting in a a saggy, baggy look - most likely due to the lack of nylon or other elastic-y content. Hand washing is recommended, though several Ravelry gals have told me that machine washing on gentle and low heat in the dyer for a few minutes helps a lot without the risk of felting. *I* haven't tried that, so follow your own gut.
3. Just accept that it won't be the firmest fitting sock of all time, but it will look BEAUTIFUL! :)
I hope my sage words of wisdom (.... or inane ramblings ...) guide you on your sock quest.