When I used to do step it was always barefoot. I do everything barefoot except outdoor stuff and treadmill (more than a few minutes, anyway). I hate closed shoes, despite buying really good ones.
Sue- Nike Free shoes are supposed to be similar to VFFs but without the toe separations. I think the toe seams would bug me, and I wonder the reasoning behind it, besides just being 'out there'. It's not like our toes are in separate compartments when we're barefoot.