In reply to stp:
The conventional thing to do I think is get more aggressive (ie smaller size) shoes for bouldering, for the reasons mentioned (you can take them off, you need more precision etc). Some people have 2 pairs as mentioned, a comfortable one for the majority of climbing and a more aggressive one for those trickier problems.
Having said this, I only do indoors bouldering and my no 1 criterion is comfort - I get a size I am actually comfortable enough in to wear them non-stop for the whole session. I am a relative beginner really and usually don't climb anything much harder than V4 but up to that grade I personally hardly ever feel the shoes are the limiting factor.
The only times I actually felt that I could do with tighter/more aggressive shoes is when doing certain heel hooks. I actually think choosing the right-shaped shoe for your foot is equally if not more important than the size.
If your feet are hurting enough to post here, my guess is that you can do with a larger size. Too tight shoes can cause issues with your feet too over time...
Post edited at 21:45