If you've bought them before, if you've been on clipless pedals for a while, it's not that complicated. You figure out if there are any quirks to a new shoe, check out fit, and you buy them.
I find it interesting that even the most fervent online buyer will go and try on (and buy) shoes of a new manufacturer in a bike shop. Granted, once you know a particular shoe fits then you can buy another one (same model/make) confident it'll fit the same.
Just like other shoes, if you're an experienced clipless pedal user buying a different manufacturer shoe, it is critical to try them on. Why do you think they have shoe size runs at Interbike? It's so the dealers can try on the shoes, see how they fit, and get an idea of what sizes to buy. If they don't fit the dealers will scream and the manufacturer will probably change them.
If you're new to the clipless scene how do you check fit?
Believe it or not it's best to have one helper. It could be the person in the shop or it could be a buddy of yours. Make sure they're not squeamish about touching your shoe while it's on your foot. Got it? Okay, head out to the shop.
The reason you need help with the fit is that your shoes perform under different circumstances than when you're standing around trying on the shoes. It's easy to check for fit when you're pressing down on the shoe. This is like when you're standing with that shoe on your foot. It replicates pushing down on the pedal on the downstroke.
With clipless pedals you also pull up on the shoe. You're pulling up against the upper of the shoe. Even the original "clipless compatible" shoes by certain manufacturers didn't take into account the pulling up factor - that's why you saw so many riders with either maxed out laces, extra straps or three, etc. The uppers at the time (mid 80s) were designed for toe clips and straps and to have a strap take the upward force, not the shoe's upper.
Nowadays pretty much all clipless type shoes have reasonable uppers that resist the upward motion well. If you're new to clipless you will not know how these shoes should fit or feel. They should be pretty snug on the upstroke, not just on the downstroke.
So how do you check? You have someone hold the toe and the heel of the shoe (on the outside, like grasping just the sole part of the shoe, not holding the uppers) and you lift your foot up flat footed.
Since I took the pictures I took one side at a time.
This is how your helper should hold the front of the shoe.
Note that the fingers are not holding your foot down, just the shoe.
This is how your helper should hold the rear of the shoe.
Again, note that the fingers are not supporting the foot, just holding the shoe.
A "normal comfortable" shoe will immediately feel loose as you lift virtually your whole foot off the sole of the shoe. You'll be shocked at how easy it is to lift your foot right off the sole.
You should strive for maintaining some contact with the outside of your foot. The inside will lift or unweight and that's normal.
Cinch down on the straps/buckles/wire/whatever and make sure you can achieve a reasonably snug fit on the upstroke.
This is where you check for hot spots and shoe width/narrowness. You may disagree with a seam or something on the inside of the shoe, on the upper. Again, this is something you only feel when pulling up, not when you're walking around the bike shop floor.
Make sure you don't max out the straps just getting the shoe reasonably snug on the showroom floor. Your feet shrink quite a bit when you ride - I find myself clicking a good 2-4 clicks tighter in the first hour of riding and another click or three when I get ready for the sprint. That's maybe 2 cm of tightening - it's a lot. If you have narrow feet the shoe may not accommodate that kind of snugging up.
You can see that it's possible to adjust the "base" of the strap.
I've clicked it a couple clicks tighter than "factory".
If you look carefully you can see some silver smudges on the ratchets - that's where the buckle engages.
It used to engage up to the last notch, now max is about the 3rd one.
Flex your ankle a bit. You'll do that naturally when pedaling. If you have a really pronounced Achilles tendon you may not like the heel area of the shoe. I personally like a really deep heel cup and I learned that similar models within the same line of shoes ended up with different heel cup depths (Sidi shoes).
The heel of the Sidi. It's not the deepest but it's deep enough. Cutout is for Achilles.
Finally you need to make sure that the shoe works with your pedals. Unless you have bizarre leg issues you won't need massive amounts of adjustment in the pedal, and even if you do there are ways to do it with virtually any shoe (you just have to "modify" the shoe). Therefore I recommend going with a very straight forward, very simple, very easy to deal with pedal - the Looks or the Shimanos.
The ubiquitous Look Keo cleat mounted to the shoe via the ubiquitous "3-bolt pattern".
It's hard to go wrong with a popular standard that works well and is readily available.
On my Sidis there's an adapter plate for different pedal mounting systems, but most shoes don't have that.
You can go into virtually any shop in the country and find cleats and maybe even pedals. You know, like if you fly to Las Vegas for a bike trade show and then realize you forgot your pedals back at your house.
They're easy to get into, they're reasonable to walk on, and they have a reasonable overall weight (some "lightweight" pedals have cleat assemblies that weigh as much or more than the pedal itself). Pretty much every single clipless road shoe out there works with the Look 3 bolt pattern (which Shimano uses too).