I love both the SPD and Speedplays.
After going between both for a bit, I have to say that I like SPDs more. I like being able to walk in my cycling shoes. I also feel clipping both in and out of SPD is much more ingrained in me than with speedplays. I always miss my speedplay clipin once in every 10 times. But thats enough for me to get nervous sometimes out on the road bike.
As for feeling more connected, I must say that people should look at the Look X-Track pedals too. I use the Look En Rage pedals which are SPD compatible. The platform on those pedals is rock solid. Sure, its heavier but I think enduro pedals give that platform sensation that people claim SPDs don’t give on other pedals.