Well, I certainly hope so, unless you're engaging in an equestrian sport. Then they're a necessary safety item.
It depends more on the shoe construction and the height of the heel. Tall heels the create that "look" are just fine to wear for certain short-term "sporting" activities such as enticing a significant other at a romantic dinner, but not for the entire day.
I actually prefer low heeled pumps or even flats. If my better half is wearing those she may not end up exhausted at the end of the day and might even have enough energy left to tire me out later that evening. (Hey, a guy can dream, can't he?)
