I'll offer this cautionary tale for SPDs in particular. I had been riding clipless for many years when I put SPDs on a bike and got a new pair of shoes to go with them.
The thing about SPD cleats is that they mount with only 2 screws, unlike Looks (for example), which mount with 3. This means the SPD cleat can twist on the shoe.
I discovered I hadn't tightened my cleats well enough. I tried to clip out, but the shoe just rotated while the cleat stayed put. That was a fun moment.
Make sure you grease the threads of the cleat-mounting screws and tighten them down hard..