They should be snug.. and usually you can't just take the european size off of one of your existing pair of shoes and order that size VFF.. they really need to be measured. FYI though, you usually go down from your street shoe size (I downsized one full Euro #) if you don't plan to wear toe socks with them.
I'm in a private fire academy, and had been PTing in regular Asics, then a pair of Nike Frees, then got the bright idea of trying my KSOs. Knowing the hell I was likely to catch if I just showed up in them, I decided to ask the instructor and get his OK first.
So I ask.. and he has no clue what I'm talking about. I show him the webpage, fully expecting the wise cracks to start.. but he just gets quiet (very uncharacteristic of him). After looking around a bit, he goes "you say you sell these where you work?" "can you get me a pair?"
They are great for almost all of the PT stuff we do, except for weighted (~35lb) sprints. That just seems like too much abuse on my feet & knees (and yes, I run on my forefoot. Knees still take a hammering when you have that much weight on your back). Otherwise they are great at running, lifting, general agility work, etc.
Oh, and working at a store that fits these things: you guys WOULDN'T BELIEVE how many people are trying them on. I'd say at least 15-20% of the people walking into the footwear department are asking about them.