The temptation for a person attending their first Spin class is to buy a cheap pair of cycling shoes or to wear their running shoes and to use the toe clips. Both of these options are horrible and may not only ruin your experience in your Spin class, but could cause you physical injury (if your foot slips off the pedal). I recommend buying a nice pair of mid-range mountain bike shoes with SPD cleats. Clipping in to the SPD pedals on the Spin bike will give you the complete push/pull action of outdoor cycling and give you a more complete workout.