Zappos is the BEST for shoes (and returning them) if no one has mentioned that yet...
I think I have average-sized feet (8.5) BUT I have the most NARROW feet possible...when I was little I remember sitting there getting new shoes for school and the salesman would lace them up, pulling tighter and tighter, over and over and OVER and my heels would STILL slip out of them. Sigh. Tortured childhood memory moment.
Now I wear a lot of heels and wedges, etc...I have to put pads on the bottom (usually 2) and definitely behind the heel and any other place I can to fill up space my foot won't. (I also have super long toes so I need a roomy toebox.)
And I always have to punch extra holes in the straps of sandels so I can make them tighter...my father did that for me until I finally bought my own leather punch in college. Trying to get my feet to stay in shoes is exhausting!!