I normally wear a size 8 Medium in everyday shoes. I believe, for me, this translates into Euro size 39. However sports shoes, at least running shoes, require different sizes. I wear a size 9 or 9 1/2 in various running shoes. I'm not sure if this "rule" is true for cycling shoes too. My Specialized "Tahoe" shoes are 41's! It will depend on what socks you are wearing also. Feet tend to be bigger at the end of the day vs morning due to swelling, so they say to try on shoes later in the day, otherwise ones that feel alright in the morning might feel tight by evening.

Good luck and let us know what you find out.