The above two are correct that the general consensus for conservative business dress is black shoes with Navy suit. I think the idea is that, just like white dress shirts, black shoes should only be worn in formal settings, i.e., with a suit. That is the reason I would not wear black shoes with grey pants. I definitely would not wear with navy as I try not to wear navy and black together and brown and black together. Regarding your last comment, the general consensus in Men's Clothing on SF is that if you wear a tie you must be wearing some sort of jacket. Some may find a sweater over a tie with no jacket acceptable.