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.
Add footpads: I then Frankenstein my own orthotics into every shoe, depending on the fit. Consider one of these: a very slim insert with a heel cup and slight arch (if you need arch support), heel cushion (for heel pain) or a foot “tongue” pad (use under the foot for cushion, or put on the underside of the top of the shoe to prevent sliding forward). A podiatrist can help you with custom inserts, or you can do as I do, which is buy them in bulk at the drugstore or online.  
It's safe to say that wearing heels isn't always a walk in the park. Sore ankles and achy arches are anything but ideal. Yet, women still do it on a daily basis. I mean, I can't blame all the heel-wearing ladies out there, because they do look fabulous and heels can totally take an outfit to the next level. However, it does suck to be in excruciating pain before you've even made it to work or an event.

Despite the reigning popularity of sneakers and flats, high heels will always be around. And on occasions that do call for heels, you might as well maximize the comfort level in any way that you can. So if you’ve ever hobbled home after a long day or night in heels, this tip for how to make heels more comfortable is for you: Tape your third and fourth toes (counting from the big toe) together—we recommend nude medical tape for a low-profile look, but Scotch tape works in a pinch—to alleviate pain in the ball of your foot. Sound crazy? Here’s the reasoning: There’s a nerve that splits between those two toes, which causes pain when pressure is put on it (aka when you wear heels). The tape removes strain on the nerve, allowing you to dance the night away.

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