I asked my triathalon friend the same question a few weeks ago, and apparently there is not only one but
two places in our town that specialize in running shoes. They have you run on a treadmill and they analyze your gait and then recommend a pair. It's free. I was honest and told them I was a broke grad student and would buy the shoes online, and they were still really cool.
Here is a great link from Runner's World on pronation. Videos too. You can see what kind of pronator you are and google the best shoes for it. You don't have to spend $100+, there always great deals online. I got a great pair of Nike's in an 'undesirable' (in other words, crazy hot pink) color for about $50 less.
Happy shopping and happy running!
http://www.runnersworld.com/article/...7727-0,00.html