Your feet are going to have to do a lot more work if you're constantly slipping around because your new shoes don't have any traction yet. Take some sandpaper and rub it against the bottom of your heels until they're noticeably rougher. This will create more friction between your shoe and the floor, and prevent you from taking an embarrassing tumble on the dance floor.
Making sure that the leather is conditioned is one thing that you can do to help keep your shoes in tip-top shape. Canfield McNish also recommended making sure that all of your heels have non-slip pads attached to the bottom. You can buy these at shoe stores, online, at stores like Target and Walmart, or at your local cobbler. The pads help keep you avoid slipping, but they also help protect your shoes from premature wear.
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Blast your heels with heat. Heat is an effective way to soften a material and make it more pliable. Carefully warm your heels using a blow dryer or a small heater for about a minute or two. Watch how your heels react to the heat because certain materials don't do so well under heat for long periods of time. You can bend and twist your heels while they’re still warm. Or you can wait until they’ve cooled and put them on with a pair of socks to stretch them.