I just bought the cheapest ones I could find on sale that fit reasonably well and were SPD-compatible. Weight doesn't really matter to me for these classes (I'm not dragging a bike up the hill really) but I did want them to have a nice stiff sole and snug heel. I ended up with some mountain biking shoes for $45 (the brand escapes me right now). The store had some shoes that supposedly were designed for spinning classes but they were not worth the extra $15 to me.