I have always suffered this, my feet are narrow and my heel is even narrower, causing my feet to keep coming out of the shoes (not a question of size, even if they are slightly tight, this happens, and if I go smaller my toes get cramped). My ankle constantly rubs against the back of any shoe and doesn't stay in place.
I have been always wearing ankle boots or soft trainers, or resort to taking cabs for short distances if I wear normal heels or flats. Mary janes are good because of teh strap, but the choice is very limited.
Anyone facing the same problem? What do you do? Any good brands?