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Whether you've tried clipless pedals before or are finally giving in to your group ride friends who have been telling you that they're not as bad as you think, the Shimano women's SH-RP5 Cycling Shoes make a great starting point. Shimano constructs the SH-RP5s with a few upgrades that will allow them to grow with you more than an entry-level model would, but they have a more accessible price tag than their pro-level siblings. The shoes also accommodate 2-bolt and 3-bolt cleats, so you won't need to get used to a new pair of spin shoes in the winter.
A synthetic leather upper constructed on a women-specific last follows your foot to give you a secure fit, and the two hook-and-loop straps pair with a top ratcheting buckle to provide ample fit adjustments depending on the shape of your foot. While you're pedaling, the fiberglass-reinforced nylon sole works with a carbon composite plate to provide a 7 out of 12 on Shimano's stiffness index, which equates to responsive power transfer whether you're out on an easy spin or trying your hand — err, legs at racing.