If you are planning to have new pedals and/or shoes for next year get them set up as soon as poss and save yourself problems just before next season. This is a problem the pros will get when changing teams and sponsors.
Don't setup your new shoes/cleats/pedals the day before a big ride or a training camp, if they are not set up correctly on your first ride you might not feel it, but the next day you may pay for it. Always set your shoes up during a rec week, this will allow you to make adjustments without interrupting your training and there will be less chance of getting injured.
Also remember to make saddle height adjustments according to the different stack height of pedals and shoes.
The pros out there should always set there second pair of shoes up as well and be happy with them (don't keep them in the box hoping you can sell them at the end of the year!!!), you never know when you might need them, the last thing you want is a problem the day before the biggest race of the year with your only pair of shoes and have to set up a new pair of shoes. Also have your second pair in the team car when racing, what happens if you have the race lead and your cleat snaps? and most of pros have learnt to travel with there shoes in there hand luggage just incase there suitcase gets lost.
