I set out this morning with the greatest intentions. However, instead of being able to "share my wisdom", I am now in the position to share my misgivings so "thou can be spared them."
CHOSING THE TIME:
Choose a day in late winter that is mild and when nothing is planned. No shopping, no lunchings or meetings. Just going to work, preferably an office, and back home.
CHOOSING THE PLACE:
Plan your route in advance. Figure out the most heel friendly one. Maybe there'll be a google map dedicated to good heel walks one day. Walk only the good bits. Starting with the work out where you have to walk down a hill with a sidewallk broken up by roots makes you insecure and walk like a crone. It's what happened to me. The sidewalk from the bus to the office was a lot nicer. So I have decided to walk in flats to the bus and put on heels on the bus until further notice. Don't do it at work, that defies the purpose if a work out.
Take a pair of flats, always! Especially in London you'll never know the weather. Go for one that actually makes sense with your outfit so you don't kill yourself in heels (which looks horrible) in order to look what you think is passable. I walked home in khaki moc croc leather flats. Made me lose points, but that's ok. It's only the first day.
Take a long, big umbrella and hope it will not rain. Use it as a decoy walking stick, you might need it to keep you from falling from grace. It's saved me several times today.
And last but not least, CHOOSING THE SHOES:
Choose your most comfortable heels and find an outfit that goes with it, not the other way around. I didn't do that. Bad idea. I went for an outfit I wanted to wear and some barely worn khaki gladiator 4.5 inch heels. Yes, I used to walk in them as if barefeet last summer, but that's why this is a work out, not a marathon. Winter and its flat boots, brogues and wellies makes the muscles and leg position and strength change. Therefore I suggest you learn from my mistake and start with a medium heel, no matter how comfortable you remember beeing in ultra high heels.
Go for a pair of boots, ankle boots, lace ups or some other form of heels which fully grasps your feet. It reduces the work that needs to be done by your feet and allows for the work out to focus on your legs position first!
Here's a good video that helped me years ago. It says it all.