If you want to knit socks with fibers that don't have much memory, like llama and silk, but you also want them to stay up, you might try knitting the socks with a strand of "wooly nylon" beside your yarn. (I've never bought from that website, caveat emptor)
Flat-bed knitters and sock machine folks use this to add some memory/elasticity to socks.
The other material you could use is lycra thread, but it only comes in huuuuge cones as far as I know. The wooly nylon you can find in most Sew & Vac places -- both my local ones have it. It comes in a variety of colors, so you can match or coordinate (and since it is nylon, it can be dyed with acid dyes too).
(posted by me this day on spindlers)