We had to get whites also, but we are allowed to wear anything that is white bottoms and and tops. I have a strapless dress I'd gotten on sale at Express!
But no shoes, but luckily we were allowed to wear white flip flops or sock-booties, but I'm not sure if this is what we wear to initation as well.
As for finding white shoes, ditto of what people said about bridal stores, or you might also find some on sale racks as summer has just ended.