It‘s a good idea to buy a size too big. You should allow a bit of room for a bit of swelling of the feet. Ideally, buy them in the afternoon when the foot has expanded a bit.
To protect your toes, heels or any area that might see friction, especially in pointed high heels, apply Hansaplast Anti Blister Gel or Hansaplast Pressure Stop which can be individually cut to the size that is right. This will take pressure off the affected areas. Also, adding padding at the ball of the foot will reduce discomfort when walking.
Really know how to
work those heels
Wobbly steps are not very elegant, and will also put you at risk for ankle injuries.
In heels, much of your weight rests on the balls of your feet, which means that walking requires a whole different way of walking and a different motion than you would use when wearing flats. Aim for a heel and ball-toe motion: with the heel and ball hitting the ground at the same time.