Lucy asked if toe up socks were hard to knit. I think they are the easiest for me, because I have done so many. Any new technique seems difficult at first, but the more one practices, the easier it becomes.
Casting on for the toe was probably the hardest part for me. I normally use a figure-8 technique or Judy's Magic Cast On. Both can be found by googling.
There is a fabulous tutorial, with lots of pictures, techniques, and discussions on the socknitters site. Here is the link to Denise's Toe Up Socks upon which I base most of my toe-up socks. I find that short row heels do not fit my foot well, as I have a high instep (which I did not know prior to knitting socks.) For me, I much prefer the dutch heel which is explained in detail at the socknitter's site. One of the biggest problems I can see about toe-up is binding off too tightly. But it's easy to rectify that without too much trouble.
Another area which presents difficulties is deciding when to start the gusset increases. For my size 9 foot, I start increasing at 6 3/4" and normally increase about an inch worth of stitches on each side. In otherwords, at 8 stitches per inch, I increase 8 stitches. Once your sock fits correctly, you will know the right length for all your future socks.
So, it comes down to this: learn a new technique and use every last inch of your yarn, or continue working socks top down, and sweating all the while that you will run out of yarn! I think it's an easy choice!