I, too, have run into this problem. To begin with, my foot is probably about an American 8.25, so I'm always starting with the "8 or 8.5" conundrum. But on top of that, the size conversions and particular sizing of different manufacturers often brings on a difficult choice. At the moment I have shoes in my collection that range from an American 6.5 (yes, they ran THAT large) to a 9.5.
It's why I often find myself ordering two pairs of the same shoe when I shop online (particularly when return shipping is free)... one of them is likely to be the right size, and the other can be sent back.
If the shoe doesn't fit, must we change the foot? --Gloria Steinem