The coolest shoes I've seen are French, and totally vegan. Canvas ballerinas and slip-on tennies by Ben Simon are available here.
If you buy leather shoes for your baby, there are other options besides Robeez. At moxiesbabyshoes.com you can design your own, right down to the color(s) and style. There is also an option to personalize with your child's name and/or a decal.
For girls, my favorite shoes are the Baby Bloch ballerina slippers. Somewhat hard to find online, Garnet Hill seems to have the most in stock.