You may have to chamfer the sole lugs on your shoes. Trim the rubber immediately around the cleat. If they are easy to clipin and hard to clipout this may be another problem.
Matching shoes, cleats and pedals takes a little experimentation. I have a set of Crank Brothers Mallet SE pedals, Sette spd sandals and it took a little work with the provided shims and an exacto knife to get in and out of them on demand.
The Mallets were my first and only SPD pedals. I like how they work, however, the cleats wear quickly, by design to keep the pedal parts from wearing out. Oh well, there is never a free lunch.