The reviews are really key. But also different kinds of shoes usually require different sizes: closed-toe-closed-back shoes usually mean you should size up, esp. if there's a pointy toes, but a slingback usually means size down, because a too-loose slingback is unwearable. Also, if you know your size in different brands, that helps. Like I'm always a 9.5 in Franco Sarto, but I usually take an 8.5 in Nine West. It's definitely a crapshoot, though. My work pumps, I bought three pairs and returned two.