It should be stressed that there are different models of Speedplays. The X-series are notorious for being sensitive to dirt in the cleats. The LightAction and Zeroes do not have this issue, because of the different shape of the clamps. And, if they do get dirty, a quick squirt of a water bottle will rinse out whatever's in there. Also, they do have a break-in period, but Speedplay will send you c-clamps that are already a bit 'stretched'. And remember not to over-tighten the coverplate, as that will make it way too hard to clip into.

Edit: I thought Speedplays were some of the worst to walk in, until I had to borrow my BF's Look Keo's and cleats. Almost wiped out in the Biscayne National Park restroom, where I've never had a problem in my Speedplays. Who knew!