When I think of Roman footwear I think of sandals (I know this likely isn't the correct term). When I think of athletic footwear, Sandals are the last thing you would want to wear.
Apparently I'm the ancient shoe guy around here, for reasons that I cannot say I totally understand. Anyway, one way or another, let it suffice to say that the popular conception of Romans running around always in sandals is not particularly true. That thread is about Greek footwear, but it holds true for Romans as well--I would actually argue (though I'd have to more thoroughly investigate to be absolutely certain) that inhabitants of the Roman world wore sandals and even open-toed shoes even less often than the Greeks. The basic form of footwear for the Roman citizen in public was the calceus, a laced, leather ankle-boot, while the stereotypical footwear of the Roman agricultural laborer was the sock-like pero. While open-toed shoes were quite common, sandals proper were mainly considered indoor wear and too light to be worn outside. The Roman soldier wore the caliga (hence Caligula), an open-toed hobnailed boot. While it looks like a sandal to the modern eye, the caliga was in fact really rather sturdy--the hobnailed soles of these boots survive intact for millennia in excellent condition all over the place. Moreover, it was probably worn often with leggings or some sort of sock-like covering, as was not uncommon among ancient boots--this surviving fragment of an equestrian statue shows the sort of thing I've talking about. Similar to this and to the worker's pero was the carbatina (Greek καρβατίνη), a rather makeshift shoe worn by shepherds and other laborers. It consisted of (usually) untanned hides strapped to the bottom of the foot by whatever thongs presented themselves, and was usually laced up the leg, sometimes even covering the leg like some kind of knee-high boot. Such shoes were mainly the garb of those who could afford little better and for whom such hides were commonplace, but they were used by soldiers in a pinch, as the Ten Thousand did