I'm the same as Paranoid and AdjustableWench.
There seems to be a lot more consistency with European sizes and a 41 is almost always the right size for me. However in UK sizes I am usually a 7 but only if it is marked as a 41 or perhaps a 40.5, which some shops use as the conversion.
I won't usually buy a 7 without checking what European size it is marked as, because some shops sell a 40 as a 7, which is almost always too small.
I find it useful that M&S sell half sizes and 7.5/41 is what I normally get from there.