For me, I had to learn how to walk in high heels not once, but twice - almost two years ago I lost my left leg above the knee in an accident but that didn't diminish my desire to wear a high heel again.
The second time learning was by far more difficult - I had to use some extra long brown wooden underam crutches to accomodate the extra length of the 3.5" stiletto heel I was training with. I took the tiniest of baby steps at first - not more than an inch or two at a time. I vividly remember the stiletto heel of my Chanel spectator oxford pump (my avatar) desperately tip-tapping on the linoleum, trying to find some solid ground, then my toe would go "thud" afterwards, in a rather unladlylike fashion. My stump would swing as if the rest of my left leg would put its foot out in front of the right, but it would take a while before I found it better to pretty much let it hang, and let my right leg do all the work (and wow, there's a definite difference in muscle definition in my right leg now - not to mention my arms as well)
Over the months, I've lengthened the stride, and I've quickened the pace - it's far more fluid and ladylike now, though I have had my heel caught in cracks and I would come tumbling down a time or two - very embarrasing!
Still, I only use crutches with a heel, never a prosthetic. I do have one, but that's just for flats and athletic shoes - I tried a prosthetic for heels, but that was
extremely painful. I still keep my right heels as keepsakes, though. I might get my right Chanel spectator oxford bronzed one day