I have the SPD-SL cleats. They're great.

When you put the pedals on the bike, get out your allen wrench and turn down the tension to make it easier to clip out of them.

Your big risks are:

1) Forgetting to clip out.

2) Overbalancing after you're stopped.

The first one is just a habit that you need to get into. It's not that bad. The second... Well, I've fallen twice that way, once in a left turn lane looking over my head, and once in gravel at a water stop in a century.

Oh, and you need to monitor how your knees feel. There's a fair amount of float on those pedals, but it's possible to get them misaligned and have your knees hurt. You also may need to move them fore/aft to get them in the right position. I let my bike fit guy do it after I got to IT band pain.

Hope that helps.