I usually average about 500 miles on a pair of shoes before the sole wears through at the heel. I've had crappy luck with Nikes that died after 250 miles (made my feet hurt during a long run, and the midsoles looked crushed), and better luck with a pair of ASICS 2060's (still looked and felt OK after nearly 800 miles - I stopped wearing them because I worried they MIGHT cause an injury). Most of my shoes have been NB, and they've generally worn well for me.
I find it hard to tell from the ride of the shoe whether their time has passed, because they tend to get more comfortable with age, even though they're losing all of their support features. Once I wear the heel through, they're toast.
Look for bargains on shoes you've found to work for you in the past (internet, bargain bin sales etc)