I only buy VP pedals. They're great quality pedals for good prices and you're not paying for a fancy brand. Their road pedals use Shimano SPD-SL style cleats and their spd pedals also use Shimano type cleats.
You have to ask yourself how much walking you're actually going to do and what kind of rides you'll be doing. For long rides I do prefer road pedals because they have a bigger platform and the pressure on your foot is spread out wider. I don't have a problem walking in them. My road shoes have a rubber bumper on the heel and spd-sl cleats have little bumpers that allow you to walk pretty easy. A couple of weeks ago I got stranded on a ride because I had a puncture and the pump head on my co2 pump failed. I walked home two miles no problem.
The only real problem I have with regular spd's on the road is that they usually have a problem with the cleats squeaking which is annoying. Sometimes you can trim the sole around the cleat and that may or may not totally eliminate it.
But if you want a good spd pedal look at the VP VX Race, I have two sets of those and they're the best spd pedals I've ever had and I've had many different ones since the 90's. They have a little platform on each side of the cleat that the sole of your shoe rests on which does help spread out the pressure. There's other spd pedals with bigger platforms and I had a set once. The big platform was worthless when I was clipped in because the sole of the shoe didn't even touch it, I just added weight with a heavier pedal. It's only good if you're going to ride in regular sneakers or sandals or something.
I see these are kind of expensive, though. A few years ago I got lucky and found an ebay seller who had them for $25 and I scooped up two sets.
