If you are going to be walking much, SPDs are better. The "hotspots" tend to reduce the stiffer your show soles are (usually more expensive means stiffer and carbon fiber being stiff). SPD-SLs are designed for road use and are a little more efficient and eliminate hot spot issues. The downside is walking isn't much fun with them.

You could start cheaply with SPDs and dual sided pedals and see what you like.