There's a nerve that splits between your third and fourth toes that causes pain when pressure is put on it. To relieve some of that stress on your poor little toes, tape your third and fourth toes together (your big toe is #1) with some medical tape or a band aid. Obviously, this trick only works with closed-toed shoes where your third and fourth toes aren't exposed.
As well as suggesting Carnation Footcare's Gel Cushions, Dave suggested strengthening your feet and toes before a night out. He said: "Consciously straightening them and wiggling [your toes] can really help. You can also increase your foot flexibility, which will help your feet to cope in heels by following these steps: Stand facing a wall about 2 feet away. Place one foot against the wall, 3/4 inches from the floor, keeping your heel on the floor. Gently move your knee towards the wall until you feel slight stretching. Hold for 30 seconds. Repeat 5 times, and then do the same with the other foot."
Consider a lower or more comfortable style. Choose a thicker and more stable heel like a platform, wedge, or chunky heel to provide more support and weight distribution. Shy away from pointed-toe styles if you have wide feet or toes, opting for round or almond-shaped instead. You can also buy heeled boots or heels with ankle straps to help support your ankles.