I have SPD (the little MTB kind) cleats on my Sidi road shoes. The shoes had the holes for them, and everything works well, but they are SLIPPERY getting clipped in. I don't make a move until my feet are secure- not like MTB soles where you can step on the pedal and be ok until you get things worked out. I ended up buying a pair of Sidi MTB shoes because I liked the road shoes so much, and they are now my favs.

There's a kind of road cleat also called SPD, though, and it is NOT the same as the MTB SPD's. So be careful you don't get shoes that are meant for road SPD. (If you look at shimano cleats, you will see what I mean.)

Nanci