Cleats often take up the shape of the shoe sole.

Look and Shimano cleats can be hard to clip in and float, but usually there's enough springiness it often goes unnoticed.

Smaller and metal cleats are less susceptible to shoe curvature. "Mountain" SPDs, Frogs and Crank Brothers are in this category.

Speedplays are especially sensitive to shoe curvature, as the cleat "sandwich" binds the spring if it's not very, very flat.

This is a common problem on shoes with more sole curvature, either by design or by scaling (smaller sizes sometimes have more curvature).

To improve flatness, choose the right tapered shims from Speedplay's extra parts that come with the pedals. They also have an online list or chart thingy that recomends shims by shoe model.
http://speedplay.com/index.cfm?fusea...de.searchstart

Either way, the bottom of the cleat base (the black part) needs to be very flat in order to avoid binding the spring. I've even heard of "grinding" that part on a belt or disc sander, after it's on the shoe and before bolting on the rest of the cleat sandwich.

Hope this helps,