One of the pieces of wisdom which beginning runners such as myself always get drummed into them by the great and the wise is that you should always go to a specialist running shop to buy running shoes. While the likes of JJB Sports ('serious about running' according to their advert in the London Marathon entrant magazine, which is odd as they don't sell very much in the way of running kit) are okay for cross-trainers designed to look good when you're out with your mates, running is just about the most demanding thing you can do to your feet and knees. It's therefore important to make sure your shoes are the right shoes and that they work for you, otherwise you'll probably give up in despair after a bit when your knees or ankles put you in a world of hurt.
To do this, you need to go to a running shop. Running shops will typically look fairly intimidating from the outside but the staff are usually friendly and should know what they're talking about. They certainly shouldn't let you buy a pair of shoes which aren't right for you unless you're really insistent that that's what you really want to do. Finding a pair of shoes which are more or less right for you is generally a matter of doing more than just picking the ones with the best colour scheme. If you believe some people, finding the right shoe for a beginning runner is an operation of similiar complexity to, say, bringing peace to the Middle East or sending a manned mission to Mars. At most shops (except places like JJB, which you've already been warned about) they'll watch you run up and down a bit outside the shop or inside on a treadmill before shuffling through the piles of boxes and producing a couple of pairs of shoes which might be a reasonable fit. You can then try these on and repeat the testing cycle until you find a pair which feel right. It's a bit like the bit in Harry Potter and the Philosopher's Stone where Harry's buying his first wand. Expect talk about biomechanics and pronation - file this away for future use so that the next time you have to buy shoes you can drop lines like "Yeah, I'm a mild overpronator with a heavy heel-strike" into the conversation. You can also use this in the pub if you want people to nod knowingly at you.
Finally, you need to develop a ferocious brand loyalty in order to be able to hold your own in arguments about whether Asics are better than Saucony or whether New Balance midsoles wear out faster than Nike. Being able to imply with a straight face that anybody who chooses to wear a different brand to you is playing fast and loose with their feet and risking terrible, crippling, life-destroying injuries is a skill well worth acquiring. You should never waver in this belief even if you acquire terrible, crippling, life-destroying injuries yourself when running in your brand of choice. If this happens, blame the injuries on your unusual running technique or simply on the phase of the moon.