As queen of the fussy foot club, I feel it is my duty to inform the masses when I find a comfy pair of shoes.

http://www.shoebuy.com/ak-anne-klein-saba/239757

I'm linking to shoebuy because they seem to be gone from Zappos. They're sportier than what I'd usually go for, but they felt fantastic when I tried them on. The leather is super soft and the fabric strap is very flexible. Best of all the heel actually stays on my foot and doesn't slip off. I got the silver ones and am keen on duplicating them in black if they pass the city walking test. I got them on sale for $35 at Lord and Taylor if you have one nearby.