Hi princessxiaomei,
It is up to the individual if they want to wear the same pair of heels throughout the PS, AD day and night as well as the same one for the WG and EG. I myself had 3 different pairs, one each for the WG, EG and cheongsam. I have also not heard of any traditional practices whereby the bride and groom are not supposed to take off their shoes for the whole day. However, during the day time ceremonies at both parties's houses, bride and groom usually dont take out shoes. But after that should be fine I suppose