The best way to train is barefoot – hands down.  You want to be able to  root into the ground and move the joints in your feet to make them strong.  If barefoot training is not an option, I recommend Vibram Five Fingers, Nike Free, or Converse Chuck Taylors - in that order.

But whatever shoe you choose, just make sure they have a pliable and thin – the closer to barefoot the better!