I don't think that you can go wrong using the SPD pedals and cleats. I have the Shimano SPD M520 MTB pedals on both my bikes. The difference in the Shimano SPD (MTB) and SPD-SL (road) is that the road pedal is a single sided entry pedal where most of the SPD pedals are dual sided entry pedals. This means that with the SPD-SL (as with most road pedals), you must have the pedal upright in order to clip in. On an SPD pedal (excluding the SPD A530), you can clip in on either side. The SPD cleats are also smaller than the SPD-SL cleats and MTB shoes that use them allow you to walk without having to use cleat covers to keep from tearing up your cleats.

I personally think that the SPD pedals are faster to clip in and out of than most road pedals because of the dual sided entry. All SPD pedals use the same cleat so you would have no problem with using the same shoes on two different style SPD pedals. This is just my opinion, but I would not put clipless pedals on a stationary bike until you get very familiar with riding with clipless pedals on your hybrid. Others may disagree, but my reason is that when you ride your bike with clipless pedals, you learn that you need to unclip before coming to a stop or when having to do other types of maneuvers or you will fall. On a stationary bike, you learn that you won't fall if you stop pedaling and don't unclip, which you can get used to doing if you use the stationary bike more than the hybrid during the winter months. For that reason, getting used to unclipping on the hybrid when you plan on stopping will get you into the habit of unclipping when you stop peddling on the stationary bike. The same thing goes for riding on a trainer.