Personally I wear white trainers as, having a Welsh Cob, I am expected to run like the clappers! Outside of the Welsh breeds most people seem to wear brown boots or shoes with a good rubber grip.
I show cobs and hunters..... and I personally wear my black jodpur boots (obviously scrubbed the night before) as I find them a piece of pie to run in and for some reason feel safer showing in these (with big cobby feet next to mine) than I do in trainers!! Plus I personally think they look smarter for the classes I do...
I agree iwth others tho, often trainers are used in welsh classes, especially if shown in a white halter!