This image shows the immortal women who trained Wonder Woman looking badass, even while wearing high heels. Director Patty Jenkins explains why she chose these outfits (that look cool but probably aren't that practical) in an interview with Entertainment Weekly:
To me, they shouldn’t be dressed in armor like men. It should be different. It should be authentic and real – and appealing to women. It’s total wish-fulfillment. I, as a woman, want Wonder Woman to be hot as hell, fight badass, and look great at the same time – the same way men want Superman to have huge pecs and an impractically big body. That makes them feel like the hero they want to be. And my hero, in my head, has really long legs.
At least she also mentioned that they do have flats to wear in times of "heavy fighting".