i second Irulan. music is key. it can make or break a ride. and she is right about no pop music.

i purchased road shoes so i could go clipless in class. it didn't work for me because i had one cleat i couldn't get lined up perfectly, and it messed with my knee. since my road shoes are Looks, and the spin bikes are SPD's, i think my knees didn't like being locked in with no float.

if you do get cycling shoes, i agree with Irulan about getting road shoes with a rigid sole. BUT, MAKE SURE THE CLEATS ARE LINED UP PROPERLY. i had a hard time only because i can't take the spin bike down to the lbs and have them do it. you may want to ask another participant in your class who already has clipless to help you out. otherwise, check out "zinn and the art of road bike maintenance." he gives a great explanation on how to begin cleat line up.