Here is another vote for double-sided spd pedals. No matter which side your foot lands on, you can click-in. I like double-sided SPD pedals over Crank Bros and Speedplay double-sided models, because they have SPD pedals on the stationary and spin bikes at my gym (for when it is icy outside), and SPD pedals are just more common (renting or trying out someone elses bike, etc.).
For your first pair, it doesn't really matter what brand you get. I bought a $26 on-sale pair of Forte/Performance double-sided SPD pedals that lasted me over 6000 miles.
When they finally wore out this past spring, I took them into Performance, and they gave me the $26 credit that I paid for the original pair towards a new pair. I paid about $25 more, after the credit, for a better pair of on-sale Shimano double-sided SPD pedals. This is the great thing about buying from places with unconditional guarantees on equipment like Performance and REI.
Have fun!