There are lots of SPD-type pedals and cleats. Shimano itself actually makes two different cleats for some pedal models. Different cleats will sometimes give you better security for staying clipped in and easier release. In other words, mismatched cleats and pedals may work - sorta, but less than ideally. If you are in doubt, I'd suggest using what came with the pedals.

You would think that a worn cleat would pop off the pedal a lot, but the opposite is true. Since the edges of the cleat are what pushes the retention spring back, worn cleats will make it progressively harder to clip out.

One other thing. I've found the more expensive Shimano SPD pedals to be much more positive operating than the cheap ones. I was very surprised at the amount of difference.