I tried all manner of shoes (paying £250 for a pair of Sidis). Best I ever got was a cheap pair of low end shimano shoes- I came to the conclusion that cycling shoes just aren't comfy!
Been using MTB cleats (and shoes) cos they're easier to enter and exit, gonna try road cleats (and shoes). Hope I don't end up drawing the same conclusion as you! It's costing £200 for the change!