Pamestique 

I have though through a number of pedal systems trying to find one I like. For beginners, I highly recommend Speedplay or Frogs since they are easy to use. The only criticism I have of Speedplay is the horseshoe like cleat and difficulty in walking. One reason why I recommend Frogs, their MTB option. If you get Speedplays I highly recommend you also purchase "cafe covers" to slip on to walk around with.

For a road bike I like the Shimano Dura Ace. Again fairly easy to use and it has a nice wide platform which helps distribute weight.

I am currently using Time pedals on both my mountain bikes and road bike. I love the Time pedals on the MTBikes and was getting tired of having to deal with two pedals systems so I shifted out the Dura Ace on my road bike for the smaller Time pedals. I also like using Sidi's Dominators (the mtb shoe) so I can walk around and not worry about the cleats. I used to destroy the Speedlay and Dura Ace cleats walking around (BTW the shoes I wear cost around $220. Shoes can be expensive running up to $400 but as cheap as $30. Pedals can run anywhere from $30 - $200. The higher the price generally the lightest weight which frankly unless you are an elite racer, you won't need. A good pedal system will cost between $65 - $140).

Frankly I believe a pedal system is safer than using cages. If you don't like the idea, then use a flat pedal but you will get better efficiency and output using a cleat/pedal system. Probably the most economical are SPD's although not my favorite. You can probably get shoes and pedals for less than $100.

And when you decide on the pedal and get them installed, take the bike over to a large parking lot and just practice clipping in and out. KEY: speed, don't try to clip in if you aren't moving fast. Generally push off from the stop and once you do a couple of pedal strokes and have some speed, then try to clip in. Eventually it will be second nature and happen automatically. And don't panic if you forget. Just remember to pull in our arms and legs when you go down. It won't hurt all that much that way. BTW you will fall, we all do!