It depends on the shoes. Some running retailer's catalogs note next to shoe listings "size up 1/2 size", "size down one full size", etc. for each model of shoe.

Shoes also may fit differently on your feet.

Running shoes are often categorized as "neutral", "stability", and "motion control" (or "high stability"). Neutral shoes are for those who do not pronate much, while motion control shoes are for severe overpronators. Stability shoes are in between for mild to moderate overpronators.

Hey there mate, sounds like you've got a lot on your plate at the moment. Having a problem with your knees isn't the best for training, but, if you're more than happy to carry on training like that, then, who am i to tell you not to? Anyway, some things for you to consider. When you go to the store and they record the way you run, this will show you whether you pronate or supinate or run normally. No matter what happens there, make sure that the shoes they give you are the right ones by recording your running while wearing them. Look for a natural straight line between foot-ankle-knee and take it from there.

The burning of your shines indicates that you suffer from shin splints which is very uncomfortable and very damaging if you insist running with the burning feeling for long. Try alternating jogging and walking for 2 weeks, gradually increasing the minutes you run. For example:

jog 2 minutes, walk 2 minutes for 40 minutes total. If you are better than that try 3 minute jogging, and 1 minute walking, or 5 minutes jogging and 2 or 1 minute walking and progress from there.