I fly all around the US at many airports, and it's been my observation that at most stations, one doesn't need to remove sneakers that obviously don't have metal supports and are very unlikely to alarm the magnetometers.
That being said, at PHX last fall and at ELP last weekend, I was told by TSA that I had to remove my shoes before going through the magnetometer, and that a secondary search would follow if I didn't remove my shoes, regardless if the magnetometer alarmed or not. At PHX in Sep 2003 I debated the subject with a TSA staff member, who quoted some rule in a book and was courteous. I flew out of PHX in Jan 2004 and didn't have to remove sneakers at the very same station.
At ELP on 7 Mar 2004 I was told that the shoes had to come off. I chose not to argue.
I don't know what the policy is but I sure wish it was implemented uniformly throughout the country.