Since I am very new on pointe (September 29, 2011 oh yes i still remember the date), I am still figuring out this freak of nature. I am convinced that humans were not meant to fly or stand on their toes, but it looks pretty so what the heck.
I use Russian Pointe Grandes, and this was my first pair. I recently purchased my second pair to wear for the concert next week. These are considerable harder than I remember, but they are supposedly EXACTLY the same. I have experimented with different padding, switching shoes, different warm-up techniques, everything! I didn't remember Pair 1 hurting this much; the only reason I got new ones were because Pair 1 was all torn-up and falling apart. They weren't dead, just ratty. I made a mistake. I put the old pair on today with fresh padding, and the felt like a second skin! Sooooo comfortable compared to my new shoes. I have spent all day today trying to soften my shoes up, with no success. Maybe I need to buy a softer shoe next time? I will not be getting Grandes again because 1) I am not happy with them and 2) they are discontinued.
Pointe shoes should look like a part of your feet when you are wearing them. The picture shouldn't be a definite difference between the shoe and your feet. Here are some examples:
Michaela DePrince from First Position is one example I can give you. Watch her feet at 0:17.
This is an example of a foot separate from the shoe.
See what I mean? During pointe class, think of your pointe shoes as part of your foot, not a shoe. They are extensions of your legs, not ballet apparel. You can get this look and feel through well-broken in shoes.