As a professional working in the costuming world, I have some important things that you should know about shoes. This is aimed mostly at cosplayers, but there’s a lot of stuff about shoes people don’t know.
People’s feet come in all shapes and sizes. Shoes from a designer/company are made to fit generic feet. Your foot is not a generic foot. You may need wide, narrow, etc.
Your foot is more than just a size. Shoe sizes have been developed mostly around the size of your foot on a flat surface. I don’t know about your feet, but my feet are three-dimensional. The arch/instep area is just as, if not MORE important than the area your foot takes up on a Brannock (shoe-measurement device).
Poor-fitting shoes can cause long-term damage to your feet. Even if you only wear them for a few hours, shoes that don’t fit your feet can upset the many bones/joints/nerves/etc. in your feet. For best results, wear shoes that are broken in (meaning: you’ve not only walked in them, but you’ve sweat into them) with the correct insoles for the needs of your feet.
Breaking in shoes does more than just soften them. To really break in a shoe, especially leather ones, you need to get your sweat into the material. Leather shapes to your foot using the moisture from your body. To speed up the process, try products like shoe stretch spray and shoe stretchers. When a shoe is broken in, it is more likely to accommodate your foot correctly when walking or standing.
The right sole/insole makes all the difference. When walking long distances like people do at conventions, it is important to wear shoes that are made to be moved in. Avoid buying shoes that are intended for specific athletics that do not involve walking/running (dance shoes, wrestling boots, etc.) and shoes which put extreme pressure on the balls of your feet and toes (higher heels). Insoles are also available for heel cushion, arch support, and other orthopedic issues.
Last, but not least, consider getting shoes made for moving in. Not all costumes can accommodate a walking shoe, but if you’re going to be moving a lot in them or wearing them for a long time, the best thing you can do for your foot is try to get the best fit.