I've been attending spinning classes for about 2 years now; I wear bike shorts and my shoes with SPD cleats - I understand almost every spinning bike out there has SPD on one side. We do have a couple of spinning bikes that have SPD on one side and Look on the other, but most are a combination of platform and SPD.

If I am going just to spin when I generally just wear one of my jerseys as it wicks better than my other tops. If I am strength training before/after then I wear my normal workout top, bike shorts, and of course I always change shoes before class. I HATE those toe cages on the platform side.

Sometimes I wear lycra shorts, other times I wear my mtb baggies, it just depends on what is clean. No one else cares what I have on and they have too much time on their hands if they do