Whatever comfortable. No right answer depending on what's causing pain. If on bottom, typically d/t plantar fascitis, a stiffer sole shoe with a good arch support is usually best. If on the back of the heel, usually d/t achilles insertional tendonitis, usually a shoe with an open heel is most comfortable.
Have it evaluated. Heel pain is most often caused by plantar fasciitis, a condition that is sometimes also called heel spur syndrome when a spur is present. Heel pain may also be due to other causes, such as, infection, tendonitis, arthritis, stress fracture, nerve irritation, retained foreign body, bone tumor, or a cyst. Have it evaluated by a professional and get the appropriate treatment.
Need an exam. If you are having chronic heel pain you need to be examined to determine if changing your shoes will help.