I'm losing about 5 of favorite social dance partners due to foot and knee problems. Most dance floors have a concrete slab underneath with a veneer of wood floor on top. This is inviting dance injuries if you dance often. Other more expensive dance floors with support underneath are few and far between. Injuries especially crop up when these ladies are preparing for competitions with their partners and spending lots of time on the veneer dance floors with concrete underneath.
They do all this practice with thin soled high heels and usually dance with heels 2 1/2 inches to 3 inches. This is an invitation for an injury!

It is probably impossible to expect dance studios and practice areas to get the expensive cushioned floors.

However, the dance shoe companies are still in the dark ages with their development of dance shoes with some support and cushion. Look at Rockport, and running shoes and how they have developed cushioned shoes. Why can't the Dance Shoe companies come up with something that is relatively thin and has lots of support. Or we will all have a very short lived dance hobby or profession. Most adults are basically dancing barefoot (women with high heels) on concrete floors.
Duh!

The best thing I have come up with for myself is some Capezio male dance jazz sneakers and I put in 2 pairs of thin inner soles made out of Tempur-Pedic from Brookstone.

What have some of you ladies done to prevent injury? Are there any supported high heel shoes that are effective?

What really has helped me was going for a lower-heeled shoe with a slightly thicker heel, and making sure I got something that was plenty wide across the ball of the foot. I was having foot and knee problems for a while until I figured out that I was wearing shoes that were too small! Sure, dance shoes are supposed to fit snugly, but there is "snug" and then there is "too tight." I'm wearing a size larger than I used to, now, and my feet and knees are so much happier. I put those non-slip heel grips in the backs of the shoes, and they're staying on just fine. I also don't wear shoes higher than 2" any more.

As far as support goes, I like having a decent heel cup and well-constructed heel, but I do not like having the soles or the parts that go around the balls of the feet be too stiff. In fact, I'm much more comfortable and dance better when that area is very flexible. As the shoes get worn and start to stretch, I'll put in a foam or gel half-sole.