I have been riding with clipless pedals since 2002 and had bought only 2 pairs of cycling shoes until about a month ago when it became necessary to buy a new pair of cycling shoes. In all that time, I have used only Shimano SPD cleats. My worn out pair of shoes are Sidi mountain shoes. It was only when I bought my new shoes that I found out that most road shoes do not accommodate SPD cleats! Was I ever surprised!

I ended up buying the mountain version of this Shimano shoe:
http://www.teamestrogen.com/prodSN_WR40.html

The above shoe is the only road shoe I am aware of that accommodates SPD cleats.

I have 3 bikes, a Litespeed Bella road bike, a Gunnar cyclocross bike which I use primarily for commuting, and a Trek mountain bike. All of them have Shimano pedals and I wear the same shoes on all of them. No one has ever made fun of me for riding my road bike with mountain shoes!

I had originally planned when I bought new shoes to buy road shoes instead of mountain shoes. One of the primary reasons I did not pursue this was that I did not want to research and purchase a new pedal system for my road bike.