Personally, I stay away from wools entirely. I have pretty bad allergies to any of them that I have tried. The good part of this is that I have discovered some delightfully yummy (a.k.a. soft, warm, and beautiful) yarns in the acrylic lines. They tend to hold their shape and wash better, too, and happen to be (usually) much less expensive.
My favorites come from the Red Heart line -- they have more than their plain old flat "Classic" most of us associate with that name. Check their website (www.coatsandclark.com) for free patterns for the different weights of yarn.
Red Heart Symphony (mostly available online only, except for rare instances) is a fine frosted yarn (weight group 2 or 3) that works up like a fancy mohair but isn't quite as unforgiving. (You can undo and redo a section if you catch that mistake within 12-20 hours or so.) It costs about $4.- to $6.- per skein, but there's a lot of yarn in one of those skeins.
Red Heart Light & Lofty (the same yarn in different colors is also sold as Baby Clouds and Bright & Lofty) is a super bulky (weight group 6) that works up quickly and keeps its shape very well. It's really soft and warm, too. These are about $3.50 to $5.- per skein. You may be able to make a hat with one skein. A scarf would take most of two.
Caron yarns has a line of Simply Soft yarns that work up well. They're flat, though, but very soft. Red Heart Soft does that really nicely, too.
Go to eBay and search for Red Heart Symphony or Light and Lofty, depending on the weight you want. That's where I find a good selection of those, as they're hard to find locally.