I have used SPD's for quite a while now and have always been happy with their performance. I tried a pair of Shimano SPD-SL 540 road pedals and they just didn't work for me. Wound up taking them off and selling them.

My favorite SPD pedal is the dual purpose Performance Campus pedal which is made by Wellgo. SPD on one side and caged on the other, which allows me to jump on the bike with any type of shoes.