All praise and thanks are due to Allah, and peace and blessings be upon His Messenger.

Dear sister in Islam, thanks for your interesting question. We implore Allah so that He would guide us all to the best and fill our hearts with faith and tranquility.

As a matter of fact, many Muslim scholars do not see any problem in wearing clothes or shoes made of tanned pigskin.

In his response to your question, Dr. Zulfiqar Ali Shah, member of the executive committee of the Fiqh Council of North America and religious director of the Islamic Society of Milwaukee, Wisconsin, the US, stated,

There are two opinions about the use of swine leather. The conservative opinion among the fuqaha' (jurists) prohibits such use in all forms and categories.

The other opinion permits the use of pig bones, leather, and other parts of the body, while prohibiting the consumption of its flesh. The argument is Verse 3 of Surat Al-Ma'idah where Almighty Allah says, (Forbidden to you (for food) are dead meat, blood, the flesh of swine) (Al-Ma'idah 5:3).

The words used in the verse are flesh of swine, not the pig itself. For the last group of scholars, using leather jackets, belts, etc. that are made of pigskin is makruh (discouraged) but not haram (prohibited by Allah). 

However, to some contemporary fuqaha', the chemical process changes the nature of the leather altogether, and therefore, they do not see any problem with using the products made of such leather. My recommendation will be to find alternatives, even if they are a little more expensive.