From my experience: Don't try out spds for the first time without checking that the cleats are screwed tightly to the soles of the shoes. You won't be able to unclip. Options will be stop and fall over, or try and unlaise the shoes while riding.
From a friend's experience: If you're defending down the road at Cwmcarn, in the dark, at high speed, because your chain broke, don't try and change your light from low to high, end up turning it off all together, panic, and with only one hand on the bars, slam your front brake on!