For winter commuting, I bail on my SPD-SLs and just ride my SPDs. Road cleats are slippery enough to walk on without throwing ice into the mix. Any adapter on the SPD-SL shoes/pedals would be crazy slippery, IMO. Might as well go to Speedplays with their flat metal cleat - and grease 'em up good to boot.
MTB shoes are much better when you have to unclip to get through patches of ice/snow/slush.
I have a pair of Shimano SH-MW80s, which are great. They're not as warm as I'd like, but they're pretty darn waterproof - I still get water in down from the ankle, but none at all from the bottom. And if I need warmer, shoe covers always work.