Most methods never specify. If pressed, more will say no shoes. Only a few say shoes. Try it both ways. I'm not sure it really matters. Your legs never reach full extension. Whatever method you use be consistent and repeat the measuring procedure at least three times and average the results. Always use a book up against your pubic bone and take the reading off of that, and it's best if you have someone to help.
Edit: One way to test fit: when you take that first push off and are settling into the saddle. It should be right there, just under you. You should not have to skooch higher to reach it or drop down because you were a little to high, it should be right there.