I recently converted to clipless pedals (Shimano 520) and had no trouble getting out the pedals but I had a heck of a time clipping back in. My original shoes were the Specialized Tahoe (the cheapest in the Specialized line).

I just changed to the Sidi Dominator 5 shoes and magically, I clip in first try without any problems. I think that the ridges of rubber/plastic around the cleat help guide it into the pedal clamp.

Whatever the reason, I am pleasantly surprised that getting re-attached to the pedal is now very easy as it used to take me several tries with the Specialized Tahoe shoes.

Hopes this helps someone with similar shoes and similar problems.