It depends! I find this tricky, too, as someone with light hair. Angie finesses it brilliantly -- she often wears white or cream or silver footwear which does not exactly "match" her hair but still effectively bridges or creates coherence in her outfits and introduces a lighter element, which gives her outfits vibrancy and animation.
If you wear dark pants with lighter footwear, it will tend to shorten the legline. To deal with that, a heel can help. If you have long legs it might not matter as much.
I find it much trickier with skirts and dresses, especially in winter. In the summer, it's easy -- just go without hose! A light taupe shoe is almost a nude for me and it works. But in winter...nude hose is one option, but sheer nude hose don't keep me warm in my cold climate.
I don't think it's necessary to match your hair exactly. For me, light taupe, very light brown or tan, gold, even some yellows can work. But I can also use grey, silver, white or a pattern (snakeskin or leopard print).
Lastly -- you can use other accessories or clothing instead to echo the hair. For example, a belt, or a skirt or pants -- or a bag.
