JCwrote a review of Shimano SPD-SL Cleat Set on September 8, 2015
The Yellow cleat gives you some floatability (but not an excessive amount), which for an avid mountain bike racer I am used to, and I like on the road as well. For road racers the red no float might be a better option depending.
The cleats are great and allow no slip rubber so you don't skate on the kitchen tile floor, or in line at the coffee shop (if that's your bag).
Arguably, pedal and cleat combinations are a function of price, and personal preference. IMO on the road they engage well with my Shimano Ultegra pedals and offer a firm, solid platform. I am pleased with the setup allowing me a nice setup for long days in the saddle, and shorter more intense training rides. Enjoy!