Like some of the guys have mentioned, it's not always the boots, sometimes it's just a foot problem.
I broke the knuckle of my big toe right where it meets the foot bone, the problem is I didn't know I did it and now I have this huge calcium "knot" there. Sometimes it hurts just to put my socks on. And I find when I walk uphill a lot it really gets irritated, especially when I'm out hunting or something like that.
If I try on a pair of shoes and they hurt then I don't buy them, some just don't break in. Thing is, I find that I can buy Cherokees at Target and they feel great, they tend to wear out fairly fast, but then they cost less than $50 a pair. Of course my job doesn't require steel toes, simply leather boots.