Shop when your feet are swollen. Your feet tend to swell more in afternoon hours than during the morning, so you'll get a truer sizing when you browse with pudgy feet.
Politely ask one of the employees in the shoe department to give your feet a proper sizing. Doing it yourself is doable, but leave it to the pro if there's one available.
Slip on a pair of knee-high nylons if you intend to wear nylons with the heels you purchase. This way you can simulate exactly how the shoe will fit when you take it home.
Take both your street shoes off to try on a pair of high heels. It's one thing to try a stiletto on one foot sitting down. It's a totally different story when you get up and walk around with both shoes.
Be prepared to go a couple sizes up or down from your normal size. Different heels don't compare equally to each other, let alone with sneakers or flip-flops.
Pay attention to what your feet tell you as you walk. Is the toe pinching your feet? Is the bridge too wide or too narrow for your feet? Is your heel slipping out the back? Inserts can fix some of these issues, but not all of them, especially where width -- or lack thereof -- is concerned. Bear in mind that pointy toes crunch your toes, causing you to go up a size, while blunt-toed shoes might make your feet swim, necessitating a smaller size.
Consider which seasons you'll wear the heels you're buying. Your skin might feel thicker in the summertime, especially with sweat, so they're more likely to fill out the shoe and stick to the sides. You might want a slightly larger size in this case. But wintertime is the opposite. Heels that fit so well in the summer seem to need a sock to fit in winter. Don't be surprised if you step down a notch in size during cooler months.