Shoes are always a pair of shoes hanging from grinding wires by the shoe laces. They have a little yellow-ish green aura around them. All you need to do to obtain them is "under" grind on a wire (so you need to be grinding as if you are using a hook cane, not grinding as if you are skateboarding.
Now, the game does a pretty good job of providing you with collectibles maps. They are easily purchasable with Overcharge, but I like saving my charge for better weapons. So I went and searched online for an awesome map of all the Shoes.
Here is a link to the map:
which is from the website:http://segmentnext.com/2014/10/29/sunset-overdrive-shoes-loc...
But if you still want an in game map for convenience, and don't mind wasting overcharge / have too much of it, you can go to Two Hat Jack, found in any hide out and other locations in the city.
To purchase your own maps, all you have to do is hold
on Two Hat Jack, hit
, and scroll through the list of maps for each and every collectible.
Below is a video showing you the pricing of all the collectible maps and every single one that is available for purchase.