I don't ride brakeless or skid so I can't comment on that.
Road pedals offer more surface area to be connected to (i.e. larger pedal connections) which equal less chance of hot spots due to pressure on the bottom of your foot. but I think that would only be the case for really long rides or heavy gear pushing.
Mountain bike shoes are indeed easier to walk in since they have surface area between the cleat and the sole of the shoes. Road bike shoes you actually walk on the cleat that clips into the pedal (they do have covers which protect them) and its almost like walking in high heel shoes [not that I would know what thats like].

If you are strictly riding point A back to point A then I would personally get road shoes (i.e. shimano SPD-SL)
If you are commuting or plan on doing walking between riding I would go with mountain bike shoes if you want to go clipless (i.e. shimano SPD)

And yes, I do find that my SPD pedals on my cross bike are not as secure as my SPD-SL on my road bike. TT is right though that you can adjust the amount of tension on the pedals which effects the effort it requires to clip and unclip (and how much it holds you in). but even with it adjusted the SPD-SL is more secure to me.