MTB Shimano SPD shoes seem heaps easier to walk about in.
Shimano SP L road type cleats/shoes, Time & Look type road cleats/shoes have a larger cleat area for better pressure dispersion but make walking about real awkward.
The Egg-beater type cleats seem to be real popular right now & seem very simple set up but I have no experience with them.
When trying cleats for the first time, run the adjustment (on the rear of the pedal cleat) loose as new cleats are hard to clip in/out of first off. [with toe in cleat , clip out by slightly twisting your heel outwards].
Personally I run MTB SPD cleats on my [dirt going] MTB, my other MTB commuter [slick shod] & my road bike.