Check, and then double check the heel placement. Heels (the location at the back of your foot) are another all too common source of misery for heel wearers. So make sure that you get the fit inch perfect here. Choose shoes with heels centered directly under the middle of your foot’s heel (left), not at the very back of the shoe (right). This will help tremendously with your mechanics and it will reduce the chances of heel pain.
I’ve heard people argue that my new, near-daily ritual is ridiculous, that no shoe is worth that much pain or effort. But how different are heels from other small rituals we undertake every day, such as applying makeup? The payoff in terms of the confidence I feel when stomping down the street in a pair of killer heels is worth way more than the extra 30 seconds added to my morning routine.