Proper cleat setup is extremely important. Improperly adjusted cleats can cause knee injuries.
Have a good shop set up your cleats if you don't know what you are doing. If you use a pedal system that has "float," you don't have to worry about it. Your foot will automatically find the right alignment. Most pedal manufactuers have pedals with float.
Time, Shimano, Speedplay, etc, are pedals that "float." Pedals are a personal preference. I use Time.
One adjusment you must make on all cleats is the location of the ball of your foot. The ball should be directly over the pedal spindle for most all road riding situations. This is adjustment is made by sliding the cleat from front to rear.
Proper setup is critical!!!