I have surveyed 6 women on this and they all say one step forward at a time. Try not to fall over. C'mon people do you ever watch women walk in the mall? They all walk differently. If you want to be specific ask how does a model on the cat walk walk, or how do women who sashay walk. I have seen everything from the "cat walk" which is overdone by models (virtually crossing your feet in front of each other as you walk) to lumbering and trundling (side to side with stiff legs).
So is the question "how do women walk when they are out on the town in high heels looking to attract attention?" Then it would be "Swing those hips baby"