Corrected entry: Andy leaves his prison shoes behind in a shoe box for the warden to look at as the escape siren begins to sound. He wears the warden's polished shoes while returning to his cell the night before. As Andy lowers himself onto the sewer pipe after coming through the wall, you can see he is wearing his "high-top" leather prison shoes and is not barefooted or wearing the warden's shoes before he breaks into the sewer pipe.
Corrected entry: When Andy escapes from Shawshank, and we see the shot when he first comes out of the sewer pipe, watch his bag that he tied to his ankle. It appears to float. Considering that Andy packed up his Stone Chess set in this bag, it's very unlikely that the bag would float even in the slightest.