In my experience in Canada, removing one's shoes is a social rule, especially during the wintertime. I could understand the reasoning, because the wet snow can really ruin carpets and leave dirty tracks on hardwood floors.
In the States, I know of people who enforce the rule and others who don't. The sense I get is that it is not too much a big deal in general. However, there are people who are very particular about their homes and I don't blame them.
For me, I do not have guests over to my home often, but when I do, I would only enforce the no shoes rule if it has snowed, since I have a carpeted apartment. This is the reason why I would like to move to an apartment with no carpet. It would be much easier to maintain.