Anyway, diachrony tells me she's thinking of trying out high heeled footwear sometime soon, and wondered if I might have a few tips on the subject of How To Walk In Heels.
Well, the first thing I can think of, is to learn to stand in (high) heels. If you've always worn flats, the first time you put on heels they may cause you to feel slightly unbalanced. Take your time, and remember that as always, but in wearing heels in particular, posture is very important -- stand up straight. Get comfortable, and find your balance, dividing your weight evenly on the heel as well as on the ball of your foot. Keep your legs together, and keep your ankles and knees straight.
When you move, take smaller steps than you would if you were wearing trainers, and plant your feet firmly on the floor, coming down on the heel, rolling off on the foot. Try not to come down on the side of your foot -- this can be painful, or lead you to twist your ankle. Don't bend your knees too much, or more than you normally would; if you feel you have to in order to keep your balance, your heels are simply too high for you, and the resulting walk will not only be difficult, but ungainly as well. The whole point in wearing heels, is to make it look effortless and graceful.
And for that, you have to take care to choose the proper shoes! In learning to walk in heels, don't immediately go for the 6 inch high strappy sandal but instead, choose a shoe that offers some kind of support to your ankle and leaves enough room in the toebox for you to exercise a sufficient grip (my recent bouts with sciatica, leaving me with a numbed feeling in my forefoot, have taught me how important a part toes play in keeping you upright!). Also, it may be a good idea to start with a modest heel height and work your way up as you get more confident -- it feels different walking in 2 inch heels from walking in 4 inch ones, and there's a world of difference between 4 inches and 6 inches, too.
Come to think of it, you're lucky in that wedges are currently en vogue: they offer the height, but also a greater sole surface, which makes it easier to walk without having to worry about your heel being bent out of shape. If you're going for pumps, steel reinforced heels are better (sturdier) than wooden or plastic ones. Plus, they make a nice ticking sound when you walk. ;-)
What else? Oh yes: heels aren't meant for soft or uneven surfaces, so stay off the grass if you're taking a stroll through the park. When climbing the stairs, use only the sole to land on each step; but when going down the stairs, put both heel and sole down and do this slightly sideways (as most steps won't offer enough room to plant your whole foot on them). It's also best to stay near the bannisters. If you happen to wear a long(ish) skirt with your heels, take care not to step on the hem -- this can easily happen when going up stairs so it's best to lift it up a little.
And finally, to help prevent the burning sensation you can get on the balls of your feet when you're having to walk in heels for a long time, gel cushions are a good idea.