My main concern about shoes is that they hold up when kicking the target pads, which we do a lot of. The first shoes I bought for Krav were reef or surf shoes which are like waterproof slippers for the beach. I bought them because they were only $10 or so. They are very comfy but they fell apart within a month. Now I use an old pair of Converse All-Stars that I used to wear on the street but now I use only for Krav. They've held up well and I might buy a new pair just for Krav when they do fall apart.
Most of the people at my class use martial arts shoes of some sort, they seem to stand up well and are relatively cheap. You can also try Kung Fu shoes, they are under $10.
"Trying is the first step towards failure."-Homer J. Simpson