I went to SPD pedals this spring. I had been using toe clips for my entire life up to that point. I've been using a fixed gear bike and found that getting into and out of toe clips in traffic was just not working for me. I've found the SPD system to much more easy to use, especially since I use the two sided MTB version. Just set the tension correctly and you should have any problems.

They really help me improve my spin and the side benefit to that is my knees are much happier! Maybe my knees are happier because of the Glucosamine and Chondroitin I've been taking. None the less, my spinning is much better.