If you're pounding the pavement and walking a lot in your high heels, try wearing an insert. Dr. Scholl's is well known for their shoe comfort accessories. This brand has a vast array of inserts and pads that you can purchase at almost any drug store, including some for the sole of the shoe, cushion for the ball, and even a barrier between the back of the shoe and your heel. Try the Stylish Step High Heel Relief Insoles in your favorite pair of heels for a dose of comfort.
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.
It's amazing how much the shape of your shoe impacts the comfort. For instance, platforms (this kind, not the ones Elton John wore in the '70s) cut down the distance your heels are elevated above the balls of your feet. That means they're not as taxing on your arch, which is especially good when you're towering on at least three inches. A rounder toe box is also worlds more comfortable and better for your feet, because it allows your toes to lay flat. However, pointy toes are doable as long as the point stretches out instead of stopping right where your toes would rest.