There are three major aspects to the proper fit of a western boot. These are:

No Pressure:

Each boot has an area in the front called a 'toe box'. Underneath the leather within this toe box is a resin soaked, fiberglass like piece of cloth which has been hardened so the boot will keep its shape. This area will never stretch! Therefore, it's important that you are able to wiggle your toes. They shouldn't be pressured by the front of the toe box, the top of the toe box, or the sides of the toe boot.

Firm Handshake:

The boot should hold the ball and instep of your foot much like a firm handshake. Since this is the only part of the boot which holds it onto your foot, it's quite important that this area be snug. The boot should not be so tight that there is pain or discomfort, but this part of the boot will stretch with use (except for some exotic skins), so a snug fit here is important.

Heel Slippage:

As you walk in new boots, the heel of your foot MUST rise up away from the sole of the boot just a little bit. We describe it as a finger's width of rise. If your heel is rising up more than an inch the boot is either too long or too wide. Some rise is normal, and will diminish as the boots break in. This happens because the sole of the boot is very stiff, and doesn't flex quickly. As you wear them and the boot molds to your foot, this slippage won't be as noticeable.

Other thoughts:

Your foot should not slip into a new boot easily. A properly fitted pair of boots will require some effort to pull on. Ideally, there is a hesitation, and then a THUD as your foot falls into the boot. Also, your feet are not 100% symmetrical. One is larger than the other, or longer, or wider, or has a different instep height. Regardless, one foot will slip a bit more in the heel than the other. This is natural. You are better served by fitting the larger foot, as extra room in one could be taken up by an orthotic, or an extra sock, or a thicker sock. However, if a boot is too tight there is very little that can be done. Actually, if it's too tight in the toe box, then nothing can be done except to exchange them for a longer size.