In addition to Jonathan's suggestion: What size shoes do you wear? No preposition is needed. It's the same for all articles of clothing: What size pants, hat, shirt, dress, jacket, etc.. without 'of'.

It's okay grammatically, but not very natural. I would suggest: What's your shoe size?

I would say "What size shoe do you wear?" but the other suggestions are also good. "Shoes" may seem more accurate than "shoe" since we wear two shoes, but it is not better. In fact, "shoes" sounds awkward to my ear. The reason is that "shoe" refers to the class of all shoes in the universe, not the particular pair of shoes that are on the person's feet. Only to specifically refer to the shoes on his feet might I say "shoes": "What is the size of the shoes you are wearing?" and even then, "shoe" would be acceptable: "What is the size of the shoe you wear?" You can even shorten this to "What shoe do you wear?" in situations where context makes it clear you are talking about shoe size.

What size (of) shoes do you wear? two options here.

Both ways of asking the question are natural. What size shoes do you wear = What's your shoe size?