While I do have a mix of gym shoes and high heels, I can say that they both have their place. And heels have no place in real battle. (Unless of course you fly, like P-girl suggested. I wish I did!) Pretty outfits are nice too, as long as they are toned down and not too suggestive. Thankfully I'll give props to Winx Club in that they keep it pretty cartoony and toned down. Of course, when I start to think about some of the outfits and how they would look in real life, I would question any person's wearing of those in public. Yikes. I like the Enchantix designs, but I would never really want them to become real costumes just as they are. They should stay cartoony and in the magical world.
I have actually asked some artists about this particular topic (the heels, not the revealing outfits part), and from what I can gather from them it's all about looks, rather how feminine it makes the character look. I'm sure that's pretty much what all of us thought they were doing. No practicality to it, just trying to do as much as they can in the cartoon universe of unreal physics, lol. Though I'll admit that when I wear heels myself I do feel more fancy and elegant, and sometimes it's worth a little discomfort. Not practical for long walks, but going to the mall for a few hours... hmm, I can make it work. Now, if I get into a fight, well, I'll have to change into my gym shoes first. Ha!
I think going barefoot like in Enchantix mode might actually be the most comfortable? No shoes to bunch up my feet. And if I want to stand on my toes all day I can use my Winx powers to partially levitate myself so I'm mostly weightless. If I assume it's all magic I can believe it a little bit more. (Non-magical characters in high heels? Ehh... not going to buy that so much.)