1. Shop late in the day -- your feet swell during the day.
2. Measure your foot while standing.
3. Try on both shoes with the socks you will wear.
4. Buy for your larger foot (feet are rarely the same exact size).
5. Allow a thumbnail's width between the shoe and your big toe.
6. Choose shoes that are comfortable immediately. If they hurt in the store, don't buy them.
7. Look for a moderately priced shoe. Price is not necessarily an indication of quality. Research has shown that moderately priced running shoes work just as well as expensive ones.
8. Make sure the shoe matches your foot type and running style.
9. Wear new shoes around the house before using them on short runs.
10. Don't do a long run in new shoes. Start out with a short run and stop if you have any hot spots, which are a warning sign that a blister is on the way.
11. Consider having an evaluation by a doctor, physical therapist, or podiatrist to learn your foot type.

 - courtesy About.com