If you get the SPD's, you will find that walking around in the shoes much easier. Also, the shoes have cleats built into the bottoms to make them less slippery when walking.
As bogydave suggested, if the have the clips on one side and plan pedal on the other, you don't always need your shoes to ride, very handy.
You can also adjust how much effort it takes to unclip from the pedals, making the learning curve a bit easier.