When you go west of town to the intersection of RenMin Xilu - Jinhua Pulu (near the Bus Station Number 6)...coming from Renmin Xilu turn right into Jinhua Pu Lu. There are only 2 shoe stores, one of them having a sign outside "seizes from 44-48. They have only a handfull of western style leather shoes for each 280 RMB. I use to buy them there and the quality is worth the money. Just consider that most "western shoes" in China are one number smaller in seize what they actually are in Europe.
Also on Renmini Xilu (accross the entrance of Kunming university) there is a long street with lots of little stores. When walking down that street you see on the left side the entrance of a cloth market. A lot is second hand and sometimes you can be lucky finding new shoes in seizes till 47.