Psylocke wore them, particularly during the 90s and 2000s. Black Widow wore them even past her original appearance. As did Silver Sable, Viper, pretty much every female character in the Serpent Society, Red Sonja (when Marvel still published her), Gamora, Elektra and so many others.
As for DC, most of the characters who wore heels were either flyers or long range fighters. And even then, plenty of them switched to flats.