If you're still in Face select mode under the Unwrap VW modifier, switch to Vertices now. I started out by selecting each part by element and separating them in the window space so I could sort them out. Then I turned off select by element.
I moved, rotated, and scaled (I used the freeform tool) the cylindrically unwrapped heel so that it lined up with the side unwrap of the main shoe. I used Target Weld (Ctrl + T or Tools > Target Weld) to connect the edges together.
I also freeform moved the top of the shoe so that it lined up with the side of the shoe.
Since I have no need for the heel to be totally unwrapped like that, I'm going to select half it (the part circled in red) and detach it from the rest of the heel (Ctrl+D or Tools > Detach Edge Verts) and then Flip it horizontally and move it over top of the other half of the heel.
Using Target Weld (Ctrl+T) I attach all verts together that are close and should share UV space. This helps me line up seams in the texture later, as well as keeping my UVs clean.
Once I've got all the pieces cleaned up and welded together the way I want, I move, rotate and scale all of the pieces into the bold square. This is the space that will make up the actual unwrap, so everything needs to be inside this square.
Now all that's left is to render out the UV Template to an image so that you can open it in Photoshop. To do that, go to: Tools > Render UVW Template
A Render UV's window will pop up. Change the Width and Height to whatever size you want (The textures should be twice that of the res you intend to use in the end. Since I plan for my final texture for the shoes to be 128x128, I made it render the UVs at 256x256.
I also changed the color for the Seam Edges to white (it defaults to neon green).
Click the Render UV Template button and the Render Map window will pop up. Click the little Save icon (looks like a floppy disc) and choose where you want to save it, name it, and pick a file format. We always use TGA files since you can save an alpha channel in them, so that's what I'm using here (32 bit means it's saving an alpha channel).
Once you've done this, you are finished unwrapping the foot so you can close the edit window. Click on Unwrap UVW so you're on the top of the stack and from the Modifier List scroll towards the bottom and find Symmetry. Choose the correct axis to mirror from and once the shoes are mirrored properly right-click on the modifier Symmetry in the modifier stack and choose Collapse All from the drop-down.
Next let's select the Leg. With Editable Poly selected (but none of it's sub-selection types, and not the symmetry modifier on top) add a Unwrap UVW Modifier to it, but UNDER the symmetry modifier.
Click the + button next to Unwrap UVW and select Face selection mode. Select the entire leg and click the cylindrical button.
While the Cylindrical button is still active, move, rotate, and scale the projection gizmo so that it matches the leg better. Make sure it's tilted well from both front and side angles.
Also make sure to check whether or not the checker texture looks square. With a leg you will always get a little distortion variation but try to get it so at least most of it looks fairly square.
Now Click the Edit button to open the Edit UVs window and switch to Vertices select mode under the Unwrap UVW Modifier.
Chances are you've got some tags sticking out on one side or the other of the unwrap. The goal is to have the seam going down the inner side of the leg, and have no little bits sticking out. Select any tags and detach them (Ctrl+D) and move them to the other side and weld them in (Ctrl+W).
Also, if the place where the seam is from the start, is somewhere other then the inner leg edge, select the row of faces and move it to the other side so that the seam is moved. When you're done it should look something like the image below.
Again, Render a UV Template and save the file. Close the edit window, and right-click on the Symmetry modifier and choose Collapse All.