Definitely take the time and money to go to a proper store. Here in Canada we have a chain called The Running Room. When you go in they'll ask you what you're using them for (running, walking, general use) and have you walk across the room in your bare feet at least a couple of times. The first time I remember trying on about half a dozen shoes before we settled on some Saucony shoes, which are fantastic.
It's probably important for everyone, but most especially when you carry extra weight. You don't want to ruin your feet/knees/legs as you lose the weight. Oh, and you are taking a rest day at least once a week, right?
