I work at a lingere and pole dancing store and here are some things to keep in mind about choosing your shoes.
1) Any shoes with the clear plastic top will expand once they heat up. This has already been mentioned here.
2) Most dancer shoes, especially Pleaser and Ellie run large by one size in the open toe shoes. If you are a size 9, you'll need a size 8.
3) The shoes will most likely be uncomfortable in the plastic area when you purchase them. You will probably feel like they are too tight. This is normal, and this is what you want – see number 1.
4) To tell if the shoe is the right fit for you, check out your heel. Your heel should sit flush with the back of the shoe, if there is room between your heel and the heel of the shoe – it's too big and you will slide.
For those of you who like the slides without the ankle strap check out Pleaser's Springolator shoe, down the length of the shoe is has a pressurized sole that pushes back so you could literally kick without worrying about the shoe coming off. As far as I know it only currently comes in the clear color.