I most definetly take off my shoes before going inside a house. It is common courtesy here in Sweden and as far as im aware, most of Europe.
Its one thing to walk inside a house with socks or feet, because even though neither may be particulary clean they dont really drag a whole mess of dirt with them. Shoes and boots however almost always do(more or less), unless you've actually cleaned them properly before going inside the house. There's quite the significant difference, especielly during muddy days and when the snow is out.
Personally if someone walked into my house with their shoes on, I would consider them very rude, for above stated reasons. It would be similar to taking garbage with you and just toss it around idly on the floor. Want to do that in your house? Your call. But visiting someone elses? That's just wrong.
Of course this also varies on the part of the house. Certain hallways and garages are common "dirt zones", and its not quite the same "no-no" there, even if dragging a massive sludge of mud or half-melted snow is never a good thing.