Of course bring the Sexy Shoes! Just don't hurt anything other than your pride when your stumbling home from Paty O's at 4 in the morning carrying a plate of cheesburgers, fries and a beer or two. Baby J usually brings at least 4-7 pairs of shoes. Some sensible (flip flops, tennis shoes etc) and some not (6 in high stiletto platform stripper shoes). She'll wear the pretty non sensible shoes till about 1AM then head to the room for a quick shoe change and wear something more comfortable (and sensible considering the amount of alcohol flowing) the rest of the night.
I always bring but since I hurt my knee two years ago my feet swell like crazy and I can never seem to wear them so I will be sticking to flats, sandals and flip flops and maybe flat boots.