This should get you close. I'm not able to test it and tweak it today, though.
1. new filter: Pickup Max Sockets on 2x2 and 2x3 (Helms, Gloves, Boots; Some Weps, Quivers, Sm & Med Shields, Chest)
Check Rare and Unique
Item size: 2x2 min, 2x3 max
Min Sockets: 4
2. new filter: Pickup Max Sockets 1x3 and 1x4 (1H weps)
Check Rare and Unique
Item size:1x3 min, 1x4 max
Min Sockets: 3 (not sure if can be 4)
3. new filter: Pickup Max Sockets 2x4 (2H weps and large shields)
Check Rare and Unique
Item Size: 2x4 min, 2x4 max
Min Sockets: 6 (not sure is 2x4 shields can have 6 sockets)
4. new filter: Pickup Max Sockets 2x1 (Belts)
Check Rare and Unique
Itemsize:2x1 min, 2x1 max
Min Sockets: 2 (not sure if can be 3)
You would have to disable competing filters such as 'pickup all rares and uniques'
This may need some tweaking. For example, I'm not sure if the syntax 1x3 or 3x1 makes a difference.