Well the shoes arrived and both pairs were too small ... they looked great shoes (very stiff), but they definitely come small, at least one - possibly two - sizes smaller than I would have expected. In any case, I returned them, and in a fit of impatience/impulsivity went to my LBS, emerging shortly afterwards with a pair of Shimano WM41s.
Everything was very easy to set up and I spent a while propped up in the kitchen practising clipping in and out on the slackest setting. I then took the dog to the local hilly playing field and spent half and hour riding about and clipping/unclipping.
It all went really well - I haven't fallen off yet and so far have found the clip-in and release pretty straightforward. Maybe it's good luck (and an easy environment), but I'm sure all the advice I've read over the last 24h will have helped too. I like the feeling of security when pedalling - this made me realise how much less secure my feet feel on flat pedals. It's too early to know how I will get on with them longer-term, but it's a promising and optimistic start. I'm hoping to try an easy trail tomorrow afternoon which will be more of a test, but I'm really looking forward to it.
Thanks again for all the advice