Very interesting topic.
Here's what I know, I've added photos in some instances for your viewing pleasure.
Jon hires twenty 25 children and people with small hands to build the soles on his shoes, they add a good six inches onto his height. Jon has been quoted as saying "I feel like a man when I wear my big boy shoes"
Richie's shoes are a mystery, much like the shroud of Turin or the secret
ingredient in Coke.
Tico Wears sandals made out of snake skin (which he caught himself)
Dave wears bowling shoes, because he loves bowling and they remind him of clowns.
Bobby has shoes with Velcro straps because he can't tie his laces.
Hugh wears shoes made of liquorice which he devours after each show.