Sanshas do run small. Eg, I wear a 6.5 street shoe, so I wear a 7 Sansha. I'm ashamed to admit it, but I have in the past stopped in my local dance supply store to try on shoes for sizing, then gone home to order them off the internet...
But most small dance stores can't carry a wide selection, and if they special order, its at list price, so-- oh well.
Edited to add: Sanshas don't come in half sizes either! So you might want to try them on first...