Really, the only advice worth a jot here is "go and try some on."
The last time I bought a pair, I did loads of research online, then found that what I was going to buy just didn't fit in any size. Tried on every pair in the shop practically, and ended up buying something that I'd never even considered prior to that.
The "x sizes too small" and "if it doesn't hurt then they're too big" adages get trotted out a lot and whilst there's a grain of truth in it, it's often very poor advice (and doubly so if you're just starting out). By the time you're in a position to benefit from a highly aggressive technical shoe you'll have a very good idea of exactly what you want, and until then the only thing an uncomfortable shoe is going to do is put you off climbing.
One other thing on that subject; different shoes stretch different amounts. A slip lasted shoe will stretch half a size or so, maybe more; a board lasted shoe won't stretch very much at all. I made this mistake with a pair of 5-10 Anasazi - fantastic shoe (as someone else mentioned earlier, and Mike's just posted a pic of), but utter bloody agony as I bought too small thinking they'd stretch out.