The advantages in road shoes are lighter weight, and possibly more aero. For most of us these do not outweigh the advantages of the extra traction while stopped, and the ability to walk around in the shoes.

As for brands of shoe/pedal, Shimano SPD are probably the most common, presumably because they were first and held patent coverage blocking the others for a while. I have SPD, and would find it hard to change, since between me and my stoker, and our two kids (which means three more single bikes and another tandem), there are a lot of pedals to change should you start changing things. Both captains and both stokers have been known to ride the Bilenky, and my son has stoked with me on the Bilenky. So I think that means changing all or none.

A feature I like (esp. in captain's pedals) is double-sidedness. Adds a bit of weight, but handy for starting up.

If I weren't already locked in to SPD with 8 or 9 sets of pedals, and 5 pair of footwear, I would also consider Speedplay Frogs. I've read good reviews, and I like the idea of having more mechanism in the shoe, making double-sided easier, and adding less weight.