These lacy ones from Primark. Two pairs for £2.50. Ok lacy might not be your thing but crucially they have a latex band all the way round the top and also on the sole(which is cotton).
I wore them all day at work with my adidas gazelles and no slipping! This is unheard of for me as I have flipper feet...wide at toes and narrow at heels. This colour blended well with my dirty tanned feet but apologies if the picture doesn't show them clearly.