I've recently migrated to SPD pedals and shoes for my road bike. Previously, I used strapless toe clips on both my road bike and hybrid; I still have them on my hybrid. They're the kind you can get for five bucks (four, when on sale) at REI:



These toe clips have some of the same advantages as SPDs, in that they keep your foot in proper place on the pedal, and allow you to uplift (or at least off-load) during the upward stroke. The other advantage is that they sort of prep you for "needing to do something with your foot" when you're coming to a stop. Granted, its a very forgiving requirement (i.e., get your foot out of the toe clip), but it is a deliberate action.

When I looked at clip-in options, it seemed like there were several choice points: Recessed cleat (e.g., SPD) or not (e.g., Look). While recessed cleats were originally a MTB thing, they've become very popular for road bikes. And they were very popular with me -- I REALLY didn't like the feel of walking on cleats. YMMV.

Having decided on SPD, the next question was, do I want to be able to clip in on either side of the pedal, or would I like a "regular" platform on one side? I hemmed and hawed on this, especially since the two-sided pedals tend to be a bit heavier. I decided I wouldn't be riding my road bike with "normal" shoes very often (that's what my hybrid is for), so I went two-sided. I still wanted a bit of a platform, so I went with the Shimano PD-M530 (basically, their M520 with a platform added).

The final question was whether to go with a single-direction release cleat (SH-51) or multi-direction cleat (SH-56). The pedals come with SH-51 cleats, but you can get the SH-56s (for extra $$, of course). Several people (including honest salesmen) told me to just go with the SH-51s… you get used to the "heels out" move quickly, and many people find the SH-56s TOO willing to release (once you get used to the idea of having cleats).

I bought some Bontrager WSD Solstice shoes (yeah, there goes another $90!) and was set to go. I've done about 50 miles, and the release tension is still set at the lowest level. Haven't fallen yet (knock wood) and am finding the unclip/re-clip move pretty intuitive. There's definitely better power transfer than with the toe clips… not amazing, but definitely noticeable on climbs and accelerations.

The Click'R pedal that you're looking at is advertised as the "most forgiving" SPD available -- I'm pretty sure it comes with the multi-direction release cleat. It's also "street legal" as it has the built-in reflector. Once you decide which features are important to you in a pedal and cleat, you should be fine. And you already have the cool shoes!

Good luck!