I grew up in a house where shoes were not allowed to be worn inside, and entire countries practice this policy. In our house, shoes had to be removed the second we walked in. The reason for the rule was to not track dirt, etc. in to the house. I still do this, and think it is an excellent policy that not only keeps my house cleaner, it also preserves my interior flooring finishes.
If you live in a big city like New York, where people walk their dogs on the sidewalks that people also use, it seems like a great idea to remove the shoes which have some pretty nasty stuff on the bottom. In other cities that are more driving oriented (and that have grass), we still use public restrooms, etc., and that bacteria gets on the bottom of our shoes too. With any kind of weather or dirt, that's best left outside as well.
The amount of dirt that is kept by the door with the shoes is staggering, and it really cuts down on the amount you have to clean your floors. But if you do have guests over and insist they remove their shoes, you better have some clean floors for them to walk on! Or you could always provide socks...
