I bought a pair of Clark's leather shoes a few years ago but only wore them a few times as they rubbed my heels as you say. Who wants painful shoes?
It is a gamble though sometimes, but I only go for shoes with half sizes and always try them on (would never buy shoes on-line for this reason).
I don't agree with wearing lots of socks either, as they will make your feet bulkier and could cause rubbing elsewhere.
I wish I had the perfect solution but I don't.
Before Christmas I pushed the boat out and bought a pair of Reiker boots I couldn't really afford and I was terrified they wouldn't be right (trying them on in a shop for ten minutes doesn't really do it, does it?) but they have been the best boots I ever bought and I will carry on wearing them as long as I can.
The winter shows no signs of giving up here, so it may be a while before I'm back in shoes or better still, sandals.