I'm pretty sure you have to buy an adapter for the Zephyrs to make them SPD compatible. The adapters will run you roughly $25.

I've had two pairs of SIDI road shoes, including the predecessor to the Zephyr. They're great shoes--if they fit. SIDIs have a narrow toe box, which doesn't work for everyone.

Is the deal you've found online? I would suggest trying some shoes on if you can at an LBS first. Be prepared to go up a size or two from your street shoes. You want them snug but not tight.