SPD are generally regarded for MTB/Hybrid/CX use, (although 1000's of people use them on road bikes too, and why not indeed). You can also walk easily in SPD's as well, hence they are favoured by commuters as well.
SPD-SL are a road dedicated set up whose cleats make walking difficult for any distance, and treacherous on slippery surfaces.
Most people start off with SPD's, then either stick to them or start to experiment depending on their bike and/or type of riding they do.
This is all just IMHO of course, and FWIW I use SPD-SL's on my road bike as I basically don't walk anywhere when I go out plus I always found I got hotspots under my feet with SPD's.
PS: considering the ones you've posted Ed these are what you need