Been riding SPD's for a while and I think that I will be sticking with them (for now).
However, I have knee pain. One suggestion is the position of the cleat - fore and aft. I used to have them with the spindle pretty much on the widest part of my foot, which I "think" is too far forward.
Every picture I see they are about an inch back from this position. A quick test ride tonight felt good.
Now just after picking your lots brains.
Cheers
MTB cleats are under the ball of my foot with them slightly more positioned to the inside of the shoe to give me more crank and frame clearance for unclipping. Road cleats more neutral.
PERVERT!!!!!!!!!!!!!!!!!!!!!!!!!!!!
Get some paint and put a dot of it on the ball of your foot. Carefully put your foot in your cycling shoe. Where the paint is on the insole, draw a line left and right - that should be about the starting position for your cleat to be centred on. Trial and error from there but know the start position.
if think you want to play with cleat settings, put a bit of card (that dense grey stuff at the back of note pads) between the cleat and sole. This stops the cleat indenting the shoe sole. Then when you are happy mark the position and remove the card and bolt down. Otherwise making small adjustments is hard once the cleat has indented the shoe as it slips back into the indentations.
The main thing to be aware of with SPD cleats is setting them up correctly in terms of heel or toe in, and remember that each foot is likely to be different.
Some people can get away with a neutral position, cleats facing directly forward, and relying on the float built in to the system. I need the right cleat to be angled to allow my right heel to get closer to the bike or I get knee pain in that knee.
Gently experiment, even ride flats for a week or so and look at the angle your feet adopt on the pedals.
if your put your shoes together they will not point straight on. E.g. the left will be 11:00 and the right, 13:00 (on a clock!), but make your cleats aim straight on. I had knee issues for ages.
Another thing i found with regards to forward/backwards position is your cleats must allow you to drop your heals fully without it being to much of a strain - The point where it starts feeling easy is ideal ( it will be around the ball of your foot.
It may take several rides to get used to it, i just put on flatties and the first month hurt...
Sit on a table with your legs hanging freelly, then look at the angle your feet are..pointing slightly left, right or straight ahead...either way that natural angle is what you should try and setup for the cleat position..thats a good starting point I believe.
On the other hand
I suffer with sore knees if I do high mileages on my single speed, that's down to poor stretching, and a marked leg length imbalane...a foam roller has cured that...thankfully
What I'm trying to say is it isnt always just cleat position....it's a good starting point though
Recommend Andy purrits book - complete medial guide for cyclists if you feel as though your getting nowhere
I went through a year or so period with incredible foot pain. Then I moved my cleats all the way back. And the pain started to go very quickly.
The toes in my right foot go numb unless the cleat for that foot is all the way back as far as it will go.....that's my right leg being shorter at play 
You miht need some bike fit wedges between the sole and the cleat. I have my set up checked by mike veal. It really helped a lot.
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