These pedals are more MTB pedals than road. Look into a set of Shimano PD-R540 on eBay and a more inexpensive Shimano shoe, a SH-131S if you can still snag one, or the SH-R086L.
Disclaimer: I have the PD-R540 and the SH-131S and paid $150 total...great value in my opinion.
Competitive Cyclist likes the SH-R131 too...they're discontinued so you may have to hunt for your size and a deal.
EDIT: Sorry, didn't see you had already gotten the shoes, did you get SPD only shoes?