I have Shimano double-sided MTB pedals and wear Keen bike sandals w/ SPD cleats. Absolutely love them. I started with Tahoe MTB shoes but they were a little too snug and my toes got very cold and some hotfoot. I've moved the cleats back but just haven't been wearing the Tahoes because the sandals are just so much more comfortable. With wool socks and that rubber toe bumper, they are warmer than you would expect.
I also own some road shoes and really don't like them. They are designed for somebody with thinner ankles and I don't feel confident when putting a foot down on asphalt. With the smooth sole the shoe slips around more when I take a pedal stroke or two unclipped.
I have SPD/platform combo pedals on another bike and hate having to flip them to the "correct" side. I prefer riding clipped in anyhow.
For novices to clipless who have tendencies to being awkward: I definitely recommend MTB or touring shoes.