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go and look at them in a shop, then you can understand how they work. SPD are good for MTB use and fine for road use, whereas SPDSL are better for road use but terrible for MTB use, so go SPD for your first pair if you plan to ride off road at all
http://www.cyclingweekly.co.uk/fitness/bike-fit/pedal-system-best-133105
Ok thanks. What is the difference then? I mean between SPD and SPD-sl? Why did Shimano have to devise new stuff for the road?