Note:
Each full English size represents an 1/3" (8.46) increase commencing at 4" (102mm) for size 0.
The American practise is to stamp shoe sizes
a) 11/2 sizes up from English size for children's and women's shoes.
b) One size up from the English size for men's shoes.
French sizes commence at zero and continue without a break to the largest size. Each size represents 6.66mm. half sizes are rarely made.

The right socks
When trying on shoes, make sure you are wearing the appropriate socks, for instance if you are trying on boots that you wear with heavy socks, dont try them on with thin nylons.

The right time
The best time to try on shoes is usualy at the end of the day, when your feet are slightly swollen, a kind of "worst case scenario"

The first step
Stand up with your shoes on, walk around, you should be able to wiggle your toes freely, for most footwear your toes will be able to touch the top of the shoe, but there should be 3/8" to 1/2" between yopur longest toe and the tip of the shoe. Different styles can sometimes dictate a different amount of space at the end of the shoe for example the "Pointed toe" style

The right shoe
Dont buy shoes that are too tight, if you're at the point where you're they'll stretch to be comfortable, they probably wont. Its true that soft leather and suede give slightly, molding to your foot, but they will not dramatically increase in width or length. There's a difference between a "snug" comfortable fit and a "tight" uncomfortable fit. A few laps in the store should help you decide how you feel.