Hi Leif,
I had similar concerns when I read online about skate fitting after buying my skates, but have come to the conclusion that there is no hard and fast rule.
When I recently bought my skates, the guy in the Wildcats shop asked my shoe size, then wet off and bought out some appropriately sized CCM's and Bauers. I tried the Bauers first but they were like vices on my feet (which I think are a little wider than average, but not by much). I tried the CCM's (Tacks 4092) and they were much more comfortable, but he didn't do the pencil test, nor do my feet touch the toecap.
I have had a lot of pain over the last couple of weeks with breaking them in, and having talked to some of the more experienced hockey skaters (and a couple of the guys from the rec team), this seems pretty normal. I have baked them this week, and am hoping to try them out this evening. I have also ordered some CCM custom insoles and some skate socks. I have tried thick socks - way too painful, thin socks - too slippy, and an average workboot type sock, which seems to have given the best results. I have also since done the pencil test myself, and it is fine across the top of the boot.
One tip I was given was also to swap the standard laces for waxed laces. The first couple of times I skated in the new boots I used the lace tightener, and the pain was unbearable. I have since learned to ease off on the first few lace rows over the toes and tops of my feet, and then put the tension on from the ankle onwards. The wax laces help with this as they stop the laces slipping and keep the pressure distributed where I want it.
My shoe size is about UK 8-8.5, and my CCM skate size is 8EE. The 'rules' dictate I should be about a 6.5-7, but that would be way too tight across my foot.
I have come to the conclusion that despite all the advice I have read boils down to one thing....what fits right for one, may be completely wrong for another. I think as long as it feels comfortable, doesn't let your ankle flex too much, and your foot isn't rattling around, it should be ok.
I hope this helps :-) (Another entry from Tolstoy!)