I just use socks, but I recently got a pair of Piloti driving shoes. I tried them with my G25, but went back to socks for several reasons.
I think the shoes will be excellent for driving a real car, especially heel-toe (I haven't had a chance to try them yet), but the G25 pedals just aren't suited for driving with shoes. (Maybe if the brake pedal was higher up and farther away from the accelerator and the pedals were top-hinged, with more travel...well, like a real car.)