Ryan, I agree with you. I have a whole "dance" of sizes that I utilize for different lasts. I highly highly recommend going to a large retail store and trying on a whole slew of lengths and widths in your size ballpark to see which fit feels the best. I always try to do this "blind" not knowing the sizes, so that I don't introduce a bias. I will say this takes a very awesome and patient sales rep to do. But they exist. ;-)
The only exception I have found are loafers. Sometimes a persons instep precludes them from wearing certain loafer models.
^ I am that person! I want a Grayson so bad, but I cannot get a size to work for me...
To your point about "blind" trying: I have some funny stories about that. Guys who "have always worn a 12" fit like a glove in a 10.5 EEE, until they hear the size. "10.5?! You know they feel a little short..." LOL