Re: question about socketed items
Note that you can also shop wands in A1 normal (maybe A2?); some will have sockets and may have some useful +skills. Bring lots of gold just in case. It'd be a shame to find the perfect wand but be unable to afford it.
Also, you can bring a white wand to Larzuk in ActV and 5 out of 6 times he'll punch two holes into it. So if you find an awesome wand that's socketless, keep it stashed away until then. (edit: This is wrong. I confused it with the cube socket recipe chances. Thanks for correcting me ffejrxx/Quaffio :thumbsup
As for where to search, that's got two answers. Answer #1 is that there's no best place to look for socketed wands; the drop odds for socketed items are all the same no matter where you look (Magic Find would effect this, but Murs already covered this). Answer #2 is that it matters what inherent skills you want on that wand. Items with low clvl skills are a lot less common the further you progress into the game; the opposite is true that the later skills become more prominent later and are impossible to find early.
Good luck with your search!