Check out the video to learn how to create your own LED Shoes.
Heres what you'll need:
Shoes: the thicker the sole the easier it will be to attach the LED Lights.
Battery and connector: Get one from you local hardware store or tear one out of another toy/item you own.
LED Light strip: Again you'll need to visit you local hardware store for this. Just make sure you grab a flexible strip though.
Conductive copper: To wire everything together. Aluminium works fine too.
Masking Tape: To hold everything in place.
Inline switch: To turn the your new LED light up shoes on and off.
See the video above to learn how to put everything together.
Enjoy: You can see some end results here.