I used to go socks-only, and played lots of shows that way for a few years. I started wearing shoes about a year ago and haven't looked back. I'm wearing thin-soled Nike mid-top b-ball sneakers, with a really thin sole on the outside. They're light and supportive, and the tread is minimal, so they slide around nicely on pedals.
At first, I was only confident in these exact shoes...others felt clumsy and unnatural. My feet must have since improved, because any shoe seems comfortable enough now. I think footwear (or not) matters less as your control improves, just like sticks.