In our continuing saga of sock construction decisions, we're now going to talk about choosing the type of toe you want to do. We'll divide these up in three sections: toes for toe-up socks, toes for cuff-down socks, and toes that are worked essentially the same way regardless of direction. And just to be contrary, we'll start with the last one first.
A short-row toe is worked in essentially the same way whether it's the first thing or the last thing you do; the only difference is in how the attachment to the rest of the sock is done. In a toe-up sock, you begin with a provisional cast-on, you do the toe, and then the working stitches become one half of the sock stitches, and you undo the provisional cast-on and the loops from that become the other half of the sock stitches. In a cuff-down sock, half the stitches rest while you work the short row toe on the other half of the stitches, and then the toe stitches and the resting stitches are grafted together with Kitchener stitch.* In either case, the toe itself is worked in the same manner. Beginning with half the stitches you had or will have in the foot of the sock and knitting back and forth on two needles, you work progressive short rows, turning one stitch before the end of the prior row each time, until your working stitches are the desired number, usually 1/2 to 1/3 of the number you began with; you then work one stitch past the end of the prior row each time, until you return to the number you began with. As I mentioned in one of the short-row posts, these are very standard short-rows, and you'll need to employ a gap-closing method; if you don't remember what those are, or you're just joining us, you can review that here. Once you get back to your original number of stitches, you're then ready to either attach these stitches to your resting foot stitches, or unpick your provisional cast-on and start your foot.
*Oooh, I said the K word! If Kitchener gives you kold sweats, just kalm down ... yeah, okay, I'm going to stop that right now. Seriously, though, it isn't as hard as it's sometimes made out to be; it just takes some attention. My favorite mantra for keeping it straight is the "same off, opposite on" described by Mary Ann Beattie (and that file's a PDF -- you'll need Adobe Acrobat Reader to access it); what I like best about this method is that it works for things other than plain stockinette. That page does a great job of explaining it, and includes the important-but-oft-omitted tip that you must keep the yarn under the needles and not over them if you want your stitches to match those you're grafting. Some additional tips for keeping your cool: (1) it will probably feel completely wrong when you're first doing it, and look like it's going to come out in a knotted mess if you go under the needles and not over them, but that's perfectly normal, so just have faith and keep going; (2) it's completely unnecessary to get perfect tension on the first pass, and works just fine if you do it loosely and then go back and tighten it up stitch by stitch; and (3) if it really makes you that nervous, make a couple of swatches and graft those before you try it on your precious socks; and (4) if you put in a lifeline in the row below the one you're grafting, the worst possible case is that you'll have to put the stitches back on the needles and try it again. If it's still giving you the shakes, try Lucy Neatby's toe chimneys, which let you do the grafting by duplicate stitching over waste stitches; this is actually the exact same stitch you're doing with kitchener, except that you're not doing it on live stitches. Or if you can live with a ridge, do a 3-needle bind-off instead -- I won't tell if you don't.
Now, let's get back to the toes.
Continuing our trend of working backwards through the initial list, let's talk about cuff-down toes. These toes are all done by decreasing to a desired width, and then fastening off the remaining stitches somehow. The most common are the wedge toe, the round toe, and the star toe. In the wedge toe, the decreases are done at the sides of the foot, using paired decreases every other row, until about 1/3 of the stitches are left, and then the remaining stitches are grafted; this gives a rather trapezoidal shape to the unworn sock, but smoothes out to a very comfortable shape on the foot. This is my favorite toe, possibly because I have rather sharply slanted toes. The round toe is also done with decreases on the sides, but the decrease rounds start further apart and finish closer together, so the shape of the toe is more rounded, which may be more to your liking if your toes are more even; it can either be done to something like 1/4 of the stitches remaining and the rest grafted, or done to a small number like 6 or 8, which are then closed by drawing the tail through them. The star toe is done with evenly spaced decreases, usually all with the same slant (but there's also a version that does opposite slants in pairs, for an even more star-like look), every other row to the last 1/2" or so and then every row until 6 or 8 remain to be closed with the drawstring method (making this a no-grafting-required toe); the stacked decreases produce a swirling star shape, rather like the top of many hats. This is a neat look and supposed to wear very well, but I don't find it as comfortable on the foot as the grafted styles.
For all of these methods, the rate of decrease tends to work out so that it takes about two inches to complete the decrease rounds, so most patterns will advise you to start the toe shaping when the foot is two inches short of your desired length. If that length isn't working for you, however, you can adjust it by decrease more or less rapidly. If you change the rate of decrease, or if you just want to double-check that toe length, use the number of decreases per decrease row, the rate at which you're doing decrease rows, and the desired number of stitches after the decreases to figure out how many rows you'll be decreasing over; multiply that by your row gauge to give you how many inches you'll be decreasing over, and start your decreases that far before the end of the sock. As a general matter, any of the cuff-down toes can be substituted for any other cuff-down toe if you don't like what a pattern suggests, and the same will go for substituting one toe-up toe for another.
And finally, there are the toe-up toes. Just as the cuff-down toes all involve decreasing, these all involve increasing; usually this is done at the sides, giving you something like the reverse of either the wedge toe or the round toe of the cuff-down group, depending on your rates of increase, but it could be more evenly spaced if you prefer. I think we can divide these toes into three classifications, based on how the cast-on is done. The first classification would be the reverse of the drawstring toes, which starts with a circular cast-on, such as the Emily Ocker cast-on or Fran Marr's circular cast-on, and then increases from there, either on the sides as with a round toe, or evenly spaced as with a star toe. The second classification is the rectangular toe; for this type, a small rectangle is knit (with or without a provisional cast-on), and then stitches are picked up around the sides, and increases are done on the short sides. This is probably the easiest version, but may leave small ridges where the picking up is done. The third classification is the group of 2-needle toes, where the cast-on is done over two needles, and one knits one or more rounds by knitting first the stitches of one needle and then the stitches of the other to make a little pouch, and then increases, working more needles in as more space is created between the needles. Examples of this type are the figure-8 cast-on, Mary Ann Beattie's Aloha cast-on, and Meg Swansen's Turkish cast-on, and even though it starts on a single needle, I'm going to throw the double-knit cast-on in here as well, since it's essentially a way to do this same thing on just one needle, although it does leave a slight ridge (a backwards-loop cast-on is probably the smoothest way to start this toe, since it's the least-substantial cast-on). The Turkish cast-on is probably the closest in appearance to a grafted toe, so if you're looking to duplicate the look of a wedge toe, starting with this and doing every-other-row increases should give the desired result; all of them are fairly similar, though, so if you find one easier or more fun to do than the others then I'd do that one.
Now! You'll notice that I've given quite sketchy directions, at best, for most of these toes. That's because my point is to let you know what's out there that you might want to try, and a little bit of why you might want to do it and how it works. How to do it, however, has been pretty well covered by other people, and I don't see any need to duplicate that; instead, I'll point you to this wonderful page by Lauri B. where complete directions for most of these methods are collected.