Consult a sizing chart. (A link to an online sizing chart is provided in the Resources section of this article.) There are many different sizing systems in use for shoes; if you are special-ordering dance shoes from abroad they may be sized in European sizes, or in centimeters. A chart will let you see the range of sizes that match your shoe size. If you don't know your size, you can measure the length of your foot from your heel to the tip of your big toe. Measure in centimeters, then convert to sizes using the chart.
Try on several sizes of each shoe you are considering buying. Do this even if ordering shoes to be delivered. You can usually return shoes that don't fit properly, as long as you have not worn them.
Put on both shoes; your left foot will typically be a different size than your right. You may even need a different size entirely for each foot.
Walk around in the shoes and try a few dance steps on a soft and clean surface such as a carpet. Wearing them on a hard or dirty surface will soil the suede that is at the bottom of the heels and make it difficult for you to return a pair that doesn't fit.
Try to move your feet within the shoes. If your feet can move easily inside them, the shoes are too loose. They should fit snugly and comfortably, with your foot covering the whole sole of the shoe.
Note what material the shoes are made of. Leather will stretch out over time, meaning that leather ballroom shoes may need to be sized slightly smaller than those made of other materials. This is generally an issue for men, whose dancing shoes are suede-soled leather dress shoes.
Try on shoes from several manufacturers before choosing a pair. Different manufacturers produce slightly different sizes and shapes; you should choose the shoes you find to be the most comfortable.