Starting from mtn bikes I kept using SPD mtb pedals on my road bikes. They're easy in and out, have low stack height, and are reasonably lightweight at ~300gm for pedals and cleats. Good quality shoes are available that have soles that are plenty stiff. And they're walkable if you use mtn bike or touring shoes. I find no reason to change to road specific cleats.
Be advised that there are two kinds of SPD cleats, single release and multiple release. I use single release on road bikes. See the second page of the following Shimano instruction sheet.
http://techdocs.shimano.com/media/te...9830617303.pdf