For my Princess Celestia cosplay I followed this tutorial: https://www.youtube.com/watch?v=JgHUFGzoRRE
to make myself a pair of comfy hoof boots. I did diverge a little bit from said tutorial, on how I trimmed the foam and how I tackled the fur, as you can see here: http://imgur.com/a/EnuGX
If you're going for cloven hooves and will follow this tutorial, I would add a second layer of foam to help hide the toe part of the shoe or just not cut the cloven part so wide.
As for the rest of the legs, you could probably find a fur suiting tutorial. In fact I think the same youtuber has a tutorial on that too.