There are a couple of methods a person with squeaky shoes can use, and it depends on what type of shoe he or she has. For most tennis shoes and other casual shoes, a little baby powder between the insole and the bottom of the shoe should fix it. For expensive leather shoes, it's best to let a professional cobbler look at them.
The baby powder technique helps take moisture out of the space between the insole and the bottom of the shoe, which is usually the culprit of the squeak. Remove the insole and pour a little powder in the shoe. Let it sit overnight and then empty the excess powder the next day. As for the expensive shoes, they shouldn't squeak. A professional can determine the problem and permanently fix the issue.