First of all it is important to decide what you are going to do. Cross-trainers are a decent general shoe, but if you are participating in a specific activity more than twice a week you should buy a specific shoe. A running shoe is designed for straight line running with cushion to absorb more shock. A tennis shoe or a basketball has more support for lateral movement.
When buying a shoe be sure to bring the same type of sock you will wear for your sport. Your foot is usually larger at the end of the day or after a workout, so this is the best time to test for size.
Speaking of size, be sure there is finger breadth of room after the longest toe, which for some people it is the big toe, for others the second or third toe. Make sure you can feely wiggle all of your toes.
The shoe should be comfortable in the store. There is no breaking in period for sports shoes. Run or walk a few steps, go side to side; the heel should be firmly gripped with no movement inside the shoe.
Grab the shoe at the heel and toe and push. The shoe should flex around the area of the ball of the foot and not in the middle. Assess the cushion to ensure it is soft and pliable. If a shoe is sitting in a box for a year it can lose up to half of its cushion effect. Some shoes will have a date of manufacture on it. Something to consider when buying shoes on sale or unpopular sizes.
Some people may need an arch support because they have a high arch or have a tendency to roll to the inside of their foot when running, many sport shoes already have this feature, avoiding the need to by an orthotic.
So next time you are in one of those sports stores with hundreds of shoes on the wall, don’t feel daunted, take your time and make a wiser choice.