The May techniques for Sock Knitters Anonymous are beads and texture. And even more exciting is the Mock (mystery sock) which also includes beads!
Here's a simple method to get the beads onto the yarn without having to tear your hair out, aka forcing yarn through the eye of a beading needle. All you need is some sewing thread and a needle with an eye that will pass through your beads. I prefer a small-gauge tapestry needle for this task, though a sewing sharp will also work. (In the photos my beads are strung on yarn for visibility. If you use thread this will all be much easier. Also I haven't wound my yarn yet.)
Step 1: Wind your yarn into cakes or balls if necessary and string your beads onto a length of sewing thread, leaving the needle on the thread. It is okay to knot the far end of the thread (or use a bead) to keep the beads from escaping.
Step 2: Loop the working end of your sock yarn ONCE around the sewing thread, doubling both fibers back on themselves. Your work should look like this:
Step 3: Thread the needle back through the first bead, being careful not to split the thread (this is where the tapestry needle makes it a bit easier).
Step 4: Slide the bead down to the loop of yarn.
Step 5: Tug the bead a little to pop it over the junction.
Step 6: Pull the yarn tail free of the bead. Voilà, you have a bead right where you want it!
Once you have the steps down you can do several beads at once limited only by the length of your needle. Good luck and enjoy your beaded socks!