Just had a read through this thread and thought I would share my experiences with clipless...
Have used SPDs on my mountain bike for ages, and have been really used to them, to the point that they are simply automatic. I just start pedalling and they clip in, and when I stop, my foot just twists and unclips without me even thinking about it. The shoes are like hiking boots with a recessed cleat, so OK for walking too.
When I bought my road bike last year, I bought pedals and shoes with it as I wasn't about to wear the MTB shoes for road cycling
. I went for some Shimano road pedals and shoes (R087), thinking that matching them would be good, and the pedal design looked to offer a large platform. The shoes fit well and have a ratchet strap system so you can get them nice and tight. However, when I put the cleats on and tried them in the pedals, I just couldn't get them to clip in by hand. Even when I put the shoe on and sat on the bike, they still wouldn't clip in at the back. Adjusting the tension made no difference and I was wondering what the issue was.
I had a good close look at them and noticed that the cleats on their own would clip in easily, but when in the shoe, wouldn't. It seemed that the profile of the shoe was bending the cleats too much so the back of them would not sit down on the pedal. So, I grabbed a yoghurt pot from the recycling, cut some small pieces and sandwiched them between the front of the cleat and the shoe. Hopped on the bike and they clipped in straightaway. Now it may have just required some wear and a bit of force to get them sorted, but I am still using the yoghurt pot shims and still have happy clipping!
I must admit that I do find some issues with getting clipped in sometimes, and just wanted to share my experiences with others. The pedal has a kind of loop at the front, into which the front of the cleat fits. The idea is that the heavier back of the pedal sits down and the front is up. As you put your foot on the pedal, the cleat is supposed to slide into the front of the clip and engage with it, which brings the back of the pedal up and allows the cleat to clip in. Sometimes, especially when new and tight, the pedal would be in the wrong position and this didn't happen. At other times, the front of the clip overshoots the pedal, or doesn't otherwise engage and you end up trying to keep your foot on enough to get going, avoid traffic, and so on. I have slipped off a number of times now, so far without further injury, but it is annoying.
Once clipped in, they are great, and I use the yellow cleats with some float. Unclipping I don't find a problem at all and as per the SPDs on the mountain bike, it is an instinctive action. I do usually unclip my left foot as I approach a possible stop, but I can and do sometimes come to a complete stop before unclipping.
My wife also has a road bike and uses SPD pedals on it with MTB shoes, but ones that are a bit more like road shoes, albeit with a chunkier sole. She started out with SPD pedals with a full cage as she wanted the larger platform and the ability to use ordinary footwear occasionally, paired with a pair of road shoes (from Lakes, designed for both SPD and SPD-SL). However, she found the road shoes with an SPD cleat sitting proud of the sole to be a nightmare to walk in (much worse that mine with SPD-SL cleats), and was much more worried about slipping whilst walking than falling off the bike! That's why she ended up with the MTB shoes, and after getting a new bike, has also bought some new pedals, still with a platform, but smaller and white to match the bike.
Basically, go with what you like and ignore the purists! SPDs and MTB shoes are fine for road bikes unless you are really serious, in which case, you probably aren't worried about comfort, or stopping. On the other hand, road pedals and shoes give you a good stable connection with the bike, and actually aren't that hard to walk in for short distances.
So, that's my experience and tips, hope that helps someone.
Colin