In reply to Richard Carter:
The difference is in power transfer and stiffness which isn't easily discernable unless you spend a LOT of time on your bike.
The size of the pedal platform and cleat along with the angle that a road shoe/pedal creates for your ankle/knee is more condusive to better power over the entire pedal stroke presuming your set up is correct. Its worth it if you want it to be in all honesty. Persevere and you'll find the clipping come second nature.
SPD won't hold you back but SPD SL is definitely a better system for the road. Loads of folk use SPD for commuting due to ease of use and practicality of footwear but that all depends on your commute. I commute 30 miles a day so I'm on the bike for about 40 minutes each way so having a shoe I can walk in isn't really a priority. Its all down to what you need versus what you are prepared to put up with/shell out on etc....