FB_Princess, it's well worth investing in good quality road shoes.
Things you may want to bear in mind are weight (lighter is better), the sole flex (the less flex the better), what material is it made from, (mesh will let your foot breathe), does it have a velcro strap or ratchet, how does the shoes feel (you don't want it super tight but you also don't want to be slipping about in it.
Basically what I'm trying to say is make sure you try before you buy (no use ordering online if you've never used them before). Go to a bike shop and get a proper fit where you can try various sizes, male/female ones (male shoes are slightly broader) and some offer soles that get heated moulded to fit snugly for your feet.
Don't forget to consider which pedals you'll be going for as some shoes can only use recessed cleats such as spd or non-recessed ones such as the Look systems. Ask before you buy!
My first shoes were ladies shimano basic road shoes, they were my size but way too small and horrifically uncomfortable. I also didn't like the velcro straps (sorry Mr. W!) My second pair were again ladies specific but this time Specialised road racing shoes, also size 6 but this time I removed the inner sole which made it more comfortable. However after a few hours riding I'd still get numb feet. I've now bought a men's Specialised shoe size 6, carbon sole so no flex, ratchet system with part mesh material. I had it heat moulded to my feet but didn't like it so have now removed the inner sole again. So far so good.
Goodluck. 
Edited: 08/02/2010 at 21:12