When the bottom of my foot kept getting mysteriously wet despite not running through an inch or two of slush, I took a close look at the soles of my shoes and realized I had worn down the soles so far that there was an actual hole right through the bottom. Kinda like rusting through the floorboards of your car so you can see the beneath you while driving!
That's my most humorous advice on when you know it's time to retire your current pair o' shoes. -- Josh in slushy Syracuse