What is the effect on society of me choosing to make my own shoes, food, or clothing?
The consequences "on society" of you changing any consumption/production choice you make is zero. Assuming that all the markets you interact with (shoes, clothes, etc) are competitive, your contribution to the demand and supply of a good/service is neglectible. Therefore, market equilibrium (price/quantity) will not change.

The story is of course different if everyone, or a "sizable" amount of people does change their decisions. Demand and supply of goods and services will be altered, just as the supply and demand of all the inputs used to produce such goods. Since a lot of goods and services are related in one way or another, either as complements or substitutes, the consequences could be felt accross the whole economy. How far this goes, depend on the number of people changing their actions, and the relation between goods, services and inputs. In short, your actions will have a general equilibrium effect.