Heelys Skate Shoes. What are Heelies? Heelys are shoes that roll, letting you roll across flat surfaces. Heelys look just like any other shoe or trainer, but with a difference, Heelys have a stealth removable wheel underneath, housed in the back of the shoe sole. You'll get heads turning to look at you all the time. Gone Blue is the Heelys Shoes 1st retail specialists, Gone Blue rides Heelys, teaches Heelys, sells Heelys, and loves Heelys. We are one of the very biggest retailers for Heelys in the US.