I like to do spin classes 2-3x per week in addition to riding on the weekends and the spin bikes have SPD pedals so I went with Shimano A600 pedals and XC30 shoes. The combo has worked out great on my bike. The stiffness of the XC30 shoes are close to that of a SPD-SL shoe, but with the ability to walk around on them. Contrary to the reports, I do not get hotspots with these. However I do like to have the cleat behind the ball of my foot.

If you think you would like to wear gym shoes sometimes, then go with the combo pedals.