I bought Charlie a pair of Emu Little Creature boots:

http://www.zappos.com/emu-australia-kids-little-creatures-toddler-youth-dusty-olive

By far the most I've ever spent on shoes/clothes for him! But I got them a size bigger, and they don't fall off. Plus he doesn't have to wear socks (huge plus), and they'll keep his toes toasty all winter.

What's the last thing you bought for your LO?