Why do we lift our feet when we walk? I'm not sure if this is a good question for here- albeit if I asked it somewhere else I'd want the physical argument. Why do we lift our feet when we walk, as opposed to doing something like shuffling? Does it consume more energy to shuffle our feet? I ask because I realized that in Kendo the participants slide their feet. I would assume that this required more energy, but then I don't know why it would be done.
 A: Our ancestors evolved in rather rough terrain - it's a bit hard to shuffle through tall grass, mud, marshland, rocks, hills etc. and unless you have hooves it's rather more wear and tear on the feet. In geo-biological timescales pavement is a rather recent arrival. And then there's all that time our evolutionary branch spent in the trees.
Snakes shuffle along, but I think it's unreasonable to compare such a different form of locomotion.
A: I might not be interpreting your question correctly, but I feel that there is a component to your question that requires more than friction and work to understand: why Kendo practitioners, renowned for efficiency of action, shuffle their feet. 
I am not a Kendo practitioner myself, but from what I understand, the shuffling serves the same purpose as the fighting stance - maintaining a stable base. A stable base serves two important purposes: It distributes your weight and the forces from your opponents strikes evenly so as to avoid being thrown off balance, and it provides a solid 'foundation' for your attacks, so that you are 'pushing off the ground' when your strike hits your opponent, partially resisting the "equal and opposite reaction" of impact and in turn facilitating what you might hear people call 'punching through' your opponent, or extending the blow beyond the point of impact. 
The shuffling, then, is best seen as a way of remaining in an optimal stance. Lifting your feet to step would shift your weight off-centre, leaving you vulnerable to a sweep, and with reduced capacity to attack effectively until your feet are planted again.
A: All the answers point out the evolutionary advantage in rough terrains. A rough terrain means that a shuffler would continually meet obstructions in shuffling which would require enormous energy to shift by the feet, and much less in lifting the feet.
As far as energy consumption goes one should compare in flat terrains, like deserts and ice.
Ice skating and skiing show that with the right footwear, (as small a friction constant as possible,)  shuffling is advantageous energetically. Lifting of feet while sliding would expend a bit  more energy, unnecessarily.
In deserts or on flat cement sidewalks , where there is high friction , lifting the feet alternately through air needs much less energy then shuffling(in sand there is sinking to be considered also). 
A: Lift Your Feet for Energy Efficiency!
I'm late to the party here, but let me offer a distinctly different explanation.  Think of walking as simply using your legs like pendulums. Due to the fact that your legs are close enough to the same length, you need raise one so it can more freely swing. Thus, you raise one foot to move it forward, taking advantage of this pendulum motion. This is supported by the fact that your hips move while you walk, in a manner more closely associated with this theory.
You may also take advantage of the springy-ness of your bones/muscles (like a kangaroo does to the extreme) to "spring" into the next step. This reduces the energy needed for the next step, which is an advantage in the survivability of a creature. Even though we do not hop like kangaroos, this effect still happens in our bodies, especially while running.
The wikipedia article on walking has a good description of both of these rationales. It makes the claim that the pendulum movement allows 60% of your energy from one step to transfer to the next one. This is a big energy saving per step, so of course evolution smiles upon this mode of locomotion.
A possibly unrelated note: As a HEMA practitioner, I can tell shuffling happens in European Traditions, but not to the exclusion of other methods of movement. In the real world European Traditions, fighters have a dire need to move with speed, and likely over uneven terrain. (It should be further noted that European Traditions do emphasize strong footwork to be able to withstand or deflect blows!) Kendo is also descended from kenjutsu, and this is the basis by which people call kendo a sport instead of  a martial art. Perhaps this odd shuffling was introduced during this transition, the "sportifying" of Japanese swordsmanship?
A: I think that the friction involved in shuffling would be much more energy-consuming than the energy involved in lifting our feet. Would we would here now if our ancestors shuffled away from predators? You could easily test it: shuffle a given distance, then later walk it, and compare how tired you are.
A: This is probably not so much of a physics question as a biological one.  Shuffling might consume less energy depending on the roughness of the terrain etc.  My intuition is that it would but I don't know how to show that.  It also depends on your definition of shuffling either being dragging feet (great amount of friction) or barely lifting your feet (probably more efficient.
However, most terrain is not shuffle-able.  You need to lift your feet in order to traverse it.  If evolution is going to form humans to be good at either shuffling or lifting feet to walk the latter is far preferable, even if it requires a little more energy.
