Join Date: Jan 2003
Bikes: Bianchi 928, Bianchi Pista Concept 2004, Surly Steamroller, 1998 Schwinn Factory Team Homegrown, 1999 Schwinn Homegrown Factory, 2000 Schwinn Panther, Niner EMD9
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Indeed they do. Consistency is not a given, neither between brands nor when compared to the shoe size you know and love with your regular shoes.
If you don't mind running the risk of getting the wrong size and returning 'em, go for the online buying. Otherwise, you can find shoes at your LBS for about $20 more (and $40 pedals that will work just fine as well) that you can actually try on and have right away, plus they should help you out with getting the cleats set up and mounted, learning how to use the pedals, etc. Seems like you might be in need of that help anyway...