Wear your heels around the house before a night out to get a feel for them. This is particularly helpful while breaking in a new pair of stilettos, as you can suss out where the shoes might rub. One way to deal with this is to put on thick socks with your shoes before a night out and blow dry the area where the shoes might rub for half a minute, which would help the shoe to expand and stretch. Another method is to fill plastic bags with water and place them in your shoes, then put them in a freeze. The ice will help stretch out the shoes, making those nasty rubbing blisters a thing of the past!
I read about this stuff in some magazine at the salon (O, inStyle, Vogue? not sure which) and since high heels are not my best friend, I decided to give it a try. First time I used it, I was totally dressed except for my shoes when I remembered it, so I sprayed it on through my hose. The menthol scent was a kind of strong at first but it went away after a couple minutes. It felt cool and kind of tingly. I waited a minute or so until it dried some then I put on my spike heels and went off to party. Pretty amazing-- nearly 4 hours later I wasn't in any pain even though I 'd been standing nearly the whole time. I used it again the next day for work and was able to stay in my heels all day--a record for me. I did have to touch it up after about 5 hours but then I was good for the rest of the day. It wasn't greasy and didn't stain my stockings or shoes. Good stuff!
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.