I converted to SPDs on my normal bike a year ago. Just love them, although occasionally it takes a few moments to find the proper positioning of the cleat to snap it in. I got used pedals on the cheap. My Shimano pedals are a bit of a pain to adjust tight enough that I don't pull out on a hill climb, but loose enough to be able to get in.

I have a pair of Wellgo SPD compatible pedals that seem much easier to adjust, and perhaps more secure.