I'm a U.S. size 8 in women's shoe, 6 in men's. From what I've seen, to find a fitting shoe, just take your shoe size and either add or subtract 2 (add to convert to women's sizes, subtract for men's), and it normally works pretty well. If the shoe doesn't fit well around the sides of your foot, try a wide shoe.
As for pants sizes, you'll wear different sizes depending on the brand (it does get confusing sometimes). For shirts, I've noticed that guy's shirts are a little larger than women's of the same size, so it may be necessary to go up or down a size, depending on the fit.
To find your sizes, you might want to go to a clothing store and try on some clothes before ordering any online, so you're sure of your sizes.
~Axel