Until you hit bosses and uniques in Cruel that take 5 minutes of uninterrupted DPS to kill.
I admit, they're there, but with the extra regen/leech and stuff I don't have too many problems with them. If you get to the point where you're using one skill consistently (as I am), you don't have as many socket problems as you used to have, that and it's always possible to spend some currency items (fusing, chromatic, jewellers). My main attack has three supports, everything else I'm using is just extras. Getting a 4 socketed item isn't too hard, and can be done on all the pieces of armor. Having 5 or more sockets all linked is ridiculously rare anyway, and if you're not already using end-game equipment and have a 5 socket skill that you just can't live without, I think you sort of caged yourself in at that point.
My skills read like this right now:
Main attack: Cyclone (Green) + Blood Magic (Red) + Melee Damage (Red) + Reduced Mana (Red)
Secondary Fun Stuff: Cast When Damage Taken (Red) + Rejuvenation Totem (Red) + Molten Shell (Red) + Enduring Cry (Red)
Tertiary: Cast When Damage Taken (Red) + Vulnerability (Blue) + Ice Nova (Blue) (Ice Nova's pretty useless in this regard)
Auras: Reduced Mana (Red) + Vitality (Red) + Purity (Blue)
And then my boots are stuffed with stuff that doesn't even need to be linked. The hardest thing I have to get with that is a 4 socket, 3 link with one green and three red sockets. If you keep your setup simple, it's pretty easy to upgrade everytime without going broke. It's also fun to realize that you don't need to put attack gems on your weapons, they can be on your boots if you're into that. Whenever you're into end-game equipment (Kaom's Primacy or some ridiculously good Rare), it's better to start looking towards upgrading your main skill to unknown levels at that point. When I finally get my Kaom's, I'm going to use so many Jeweller's orbs that I won't have anything left trying to make it six socketed. As is right now though, everything's set up and can be easily replicated when I get a replacement.