Novel written before 2000.
The story begins on a planet which has been so environmentally damaged that the atmosphere is too toxic to breathe, forcing the population to live in air-tight domes or modules connected by tunnels.
Near the beginning, the protagonist working as a low-ranking gang or mob member. He's assigned to either kill or collect money from someone; when he confronts them, they taunt him about how the floor is electrified, how their body weight is shifted forward so shooting them will cause them to fall against an alarm button, and various other reasons why he can't possibly do anything... they continue right up until they're blown apart by some kind of miniature rocket launched from the protagonist's shoe.
Afterwards, I believe, his superiors in the organisation attempt to kill him because they deem him as "too dangerous", which causes him to retaliate by blowing up one of the passages, suffocating the people who were threatening him. From this point, or shortly after, he begins his own organisation which quickly grows in power until he is virtual ruler of the planet; eventually he cleans up the planet's environment to the point where people can live outside, again. At some point he meets a woman, courts her, but ultimately leaves her abruptly, telling her he swore never to let anyone have power over him, and since he's starting to fall in love with her, she's starting to have too much influence over him.
The society in this universe has ranked legal and illegal citizenships, with either 50 or 100 being the lowest rank, and rank 1 being the highest... after the protagonists becomes a level 1 illegal citizen, he sets his sights on becoming a legal citizen, which requires him to (at least in appearance) divest himself of all his criminal ties and assets, which he does by creating a complex nested structure of ownership between himself and the illegal organisations he controls.
As his influence increases in the legal world, he begins doing business with an alien race who, in order to trust him, give him the chance to let them implant him with some kind of organism that will kill him if he even thinks about betraying them.
Near the end of the story there is a part where someone close to him is trying to figure out why he's amassing so much money and military power, when he's not intending on using it against the human race, and can't use it against the aliens.
Answer
The Man Who Used the Universe by Alan Dean Foster.
There are many memorable scenes in the book, so let me pick just the scene you describe with the rocket launching shoes:
There was a small but sharp explosion. Everything happened very quickly.
The owner's hands never moved a centimeter downward. One moment he was standing there, leaning over the invisible proximity field emanating from the display screen and the next he was half imbedded in the fiberstone wall screen behind him, sandwiched in among projections of necklaces and tiaras. Smoke rose from the black cavity that had been his chest, where the twelve-centimeter-long rocket had blown up.
The rocket had come out of the hollow, thick sole of Loo-Macklin's right shoe, which had been pointing at the owner ever since his visitor had entered the shop. It was only natural for a shortish fellow to wear lifters on his footgear.
And I'll add a spoiler for the ending for the curious:
The protagonist Loo-Macklin is initially motivated by self interest. however he discovers the existence of a pathologically warlike race, the Tremovans, who will destroy both Earth and the aliens (the Nuel) in time. His schemes are designed to weld the Earth and the Nuel into a single unit capable of defeating the Tremovans.
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