Years of people-watching, and especially female-people-watching (no, not in a creepy way), have taught me that there are plenty of genetic girls who don't walk naturally in their heels. They stomp, they wobble. But, they have the advantage that in whatever other aspects are visible, they are girls. I, on the other hand, have to worry about all the mannish giveaways (less defined waist, strong jaw, large head, serious calf muscles, among others) if anyone were to see me stomping clumsily in my heels (I've never really had the wobbling problem for whatever reason). What's the solution? Practice, my dear, practice. And for those of us still partly or mostly in the closet, a treadmill is a pretty awesome thing, especially if you have one set up across from a mirror (or even a video camera hooked up to your tv). I'm not sure how many miles I've put on different height heels, but I'm pretty comfortable walking and even short bursts of running in anything up to about 4 inches. The likelihood of wearing anything higher than that is extremely low, since that would raise my overall height to 6'2", which is probably nearly a foot over the average for asian females (I'm pulling that figure out of my ass, by the way - I don't actually know and am too lazy to look it up right now. Sorry!). Anyway, the other nice thing about using a treadmill is that you figure out a good pace and get into a rhythm, and that really helps bring a natural-ness to your walk. Also, it's much more realistic than what I used to do, which is pace around my living room. This even applies to wearing flats. There's a guy and a girl way to carry oneself and walk around even in gender-neutral footwear like sneakers, and watching yourself as you walk, making adjustments and noting the difference can be immensely helpful. By the way, it's not a bad way to double-check whether than mini-skirt might be just a little too "mini" once you're actually in motion!
Oh yeah, if you do decide to try this, start SLOW! Especially if you are in stilettos!