Road shoes will be stiffer & difficult to walk in, but, as previously mentioned, they can help your pedaling efficiency.
One difference between the types of pedals is the way the cleats mount to your shoe. Most road shoes are set up to accept a 3-bolt mounting pattern (rather than the SPD style). This can help distribute pressure from your pedal over a larger portion of the bottom of your foot. Most road pedals will also have some sort of "float" to them, which may be adjustable, depending on which model you get. The float will help avoid some joint issues & overuse injuries. Some people find that road shoes make their foot numbness worse while others find that it gets cured by switching. It's kind of like saddle choice- everyone will be a little different.
My personal favorites are Speedplays because you can clip in to either side of the pedal, but just as may people swear by Look-style pedals.