Basically, I think whoever's home you're in, that's whose wishes you should follow with regards to shoes/no shoes. But in the US (or at least the parts of the US I've been in - NE, midwest and NW), unless someone tells you to take your shoes off upon entry, the default is to leave 'em on.
ETA: I see Prancer's thrown a hole in my theory about the midwest . I'll just say I've certainly experiences individuals who do the shoes-off thing in many places, but they were never the norm of the region, and they would always tell you right off that they had a shoes-off home. Of course, this could mean that I am not invited to the right parties