First, check for big-mechanical problems. Every runner hits with the heel first. What you do with the front of your foot is where you need the fitting. Many stores have treadmills on which your style can be observed. The most common problem is overpronation (rolling the foot inward). Either buy a shoe that is made specifically to correct this problem, or use an orthotic device such as an arch support or heel wedge.
Good athletic shoes have cushioning and support designed for the particular activity. Don’t use your running shoes for aerobics; the two styles are individually designed for the particular stresses of each sport. Using the wrong ones may lead to foot problems or even injury.
When do you get new shoes? Every 500 miles and any time you start having pain in your shins or knees. Take an old shoe with you so the salesperson can check the pattern of wear to determine where you need support.
With all shoes, try on both shoes and walk around in them. Make sure there’s enough room for your toes and that your heel doesn’t slip out. If you are buying high heels, don’t get them too high, and make sure your toes aren’t wedged into a point. While you don’t have to buy the most expensive shoes to get good quality, cheaper shoes are no bargain when they leave you limping.