When you walk, lead with your thighs, moving your entire leg forward at once. Think about it: You're probably used to letting your feet lead, right? It takes practice, but you'll find yourself putting less pressure on the ball of your foot this way. And remember: Move your legs from the hips and keep your legs straight. Bending knees looks goofy with heels.
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!
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.