I used the Turkish Cast On in the baby socks I recently knit. It was really simple, just wrapping the yarn around both needles (or both ends of the needle).
Here is a good tutorial.
Here is a video tutorial.
I think it works better for casting on a larger number of stitches than only a few. The little socks I made started with 8 stitches, 4 on each needle. It kind of looks like I started knitting from a small circle rather than a line which is the usual for socks.