I did go to look at shoes at my LBS. They had a quite +few different shoe styles, but only one SPD style that was appropriate to my needs.
And they were out of the right size when I went in. They said that they could have it the next day, but I wasn't there the next day.
Perhaps had I gone to a high-end MTB store instead of a Road store, I would have done better.
The LBS said they would have offered usage instructions, and would have put the pedals on my bike, and then my bike up on rollers or a trainer. Nice idea, but I had been using toeclips for almost 40 years prior to converting to SPDs... It was pretty quick and easy to learn to use them on my own, on the road, without a trainer.
Anyway, since then I've picked up a couple of previously owned SPD pedals (from an odd local new/used bike store, so it is a type of LBS), for much less than the road LBS had them. And, picked up some shoes online (not perfect, but much cheaper), and not the same brand/model the store had (a little more casual style which is good).