I own lots of heels. They're so pretty, I feel hot when I wear them, but for work I think they're overrated. Most of your day is spent with your feet under the desk or a conference room table. There are tons of cute flats to be had and I wear them almost exclusively at the office. Right now I'm wearing a pair of black grosgrain flats w/ black jewels on the toe from Gap (and I wish I'd gotten several pair for $12 each!)
For me, the key to being comfortable is a rubber sole and the addition of foot petals if the back rubs against your heel (Target sells knockoff inserts for cheaper) The ones below are both on clearance at http://www.endless.com/ for under $60. The left is Dr Scholls and the right is Nine West.
For work heels, I sometimes wear stiletto, but usually I prefer a stacked heel or wedge like the ones below if I'm going to be walking further than the parking garage. The ones on the left are by Naturalizer (really!) and the right are by Nine West. Both are on endless.com and say 'I'm here to work but I'm not boring' rather than 'I'd like a cherry vodka sour'.
In the fall and winter, I love to wear knee high boots to work. They don't look trampy if you pair them with knee length skirts and the flat riding boot styles are so comfortable. If you have small thighs (I don't) you can also tuck your jeans into them on Friday. The only drawback to boots is that the cheap ones tend to look awful. I think it's because there is so much PVC (unlike on a pump) that you notice right away that it's not real leather. Make this your splurge. Hope this helps!