Like Kelly I have some shoes that I can wear out (and do) while drab. My Ryka sneakers, my Clarks mules with the lower heels all work for me. I would simply feel silly were I to dress and go out without makeup and my wig. I'm not trying to push the limits and be a guy in women's clothing, that's not what it's about for me. When I dress it's because I want to express my femininity and be part of the world as a woman and that would just not be possible any other way.
I know others just like to wear the clothing and I've seen others in various outfits that make no attempt to disguise who and what they are, but that just isn't my taste.