Yep, same with the 9s - now seeing 9s labelled as 42. I tend to go with the European size as that seems to be more accurate to my size - ie a 43, in some cases a 44. I did wonder if it was some sort of vanity sizing so that people were less embarrassed about having large feet, but that's pointless if the label still says size 9!
Apparently M&S started doing size 9s a few years back but they stopped, claiming lack of demand. Er, probably because they didn't publicise it! Next size 9s seem to vary by manufacturer - some of their 9s fit me fine, others are too small. I just wish I could order a size 9 and know it was going to fit, as I'm too far away from any big cities to be able to try stuff on.
I'm 5ft8, long legged, big boobed and yes, as a teenager I was embarrassed about being the huge footed one of our friends. When my average height friends were trying on each others shoes I would just watch longingly Now I'm proud of my feet. Any smaller and I'm sure my bust and height would topple me forwards! I am happy to confess that I look clown like if I'm walking off pointe in pointe shoes but I love my shoes, I can wear the highest heels and they always seem to look fabulous and it's so much easier finding 8s in the sales