You have ADCON1 = %00000000 which for the 18F2550 means ALL analog inputs enables, that includes PortA.5 where you have your SDO pin - that doesn't look quite right to me. Then, looking at the datasheet for MCP41xxx it's pretty clear that it clocks the data in on the rising edge of the clock so you probably have the wrong polarity selected in the SHIFTOUT command.

/Henrik.