I only recently tried spinning (well, cycling, to be exact), but the way their bikes are set up, my foot kept slipping into the (Man-sized) toe cups or whatever they're called... and I ended up peddling with the peddle pressing into my arch.
After hearing that, one of the other people there told me that the easiest solution would be to cough up some $ on spin shoes... not something I was looking forward to after having paid for a HRM just a few weeks ago. Also said it would make the workout better.
Long story short, I just bought a pair today from a place called Performance Bike. They were on sale for $50 (plus $13 for the clips, though they did give me a $10 discount on the lot via coupon). I can let you know how they work out in a few days when the cycling class meets up again.
They're technically mountain biking shoes, but they're still SPD (which is the standard for spin classes, so far as I've heard... and for sure at my gym) and you can actually walk on them. The couple pure cycling shoes I tried I'd be scared stiff to walk on, even if its from the locker room to the class. No traction what so ever... the mountain bike shoes have a good tread, at least. Also, they don't look any different from regular shoes on first glance (unless you look at the sole, of course), which also made me a bit happier. This is what they look like; www.amazon.com/Shimano-Mens-Mountain-Bike-
During my research I looked at REI (too far from me, and I didn't want to buy anything without trying it on first) and they're having some good sales, too. Sports Chalet also carries them in-store, but their prices started right under the $100 mark... and I didn't like the shoes as much as the ones I ended up with, and afterwards I found the aforementioned shoes in the same shopping center ^_^ (side note; guy at sports chalet was AWESOME... insisted that wherever I buy my shoes, he'll install the clips for free to make sure they're screwed in right).
Here's to hoping they work out well, and I'll keep you posted ^_^