I have a few pairs of Steve Madden (which I've had quite some time now), and they are all super comfy. I also just bought a pair of Jones New York, and I am very impressed by the comfort (they are almost 4 in)... and boy are they sexy, imo.
I had a pair of Kenneth Cole pumps a long time ago that were so amazingly comforatable... I miss those shoes. After wearing them almost everyday to work, the strap broke, and I just tossed them. I should have tried to repair them. Oh well.
I also have a pair of Guess slingbacks that have surprised me with comfort as well. They were a gift and I thought for sure I had to return them. When I tried them on, I was in heaven... and they quickly became one of my favs.