They all operate pretty much the same way. The guts are different and some will work in mud (Time, Egg Beaters, AtomLab) while others will not (Shimano and pretty much everybody else).
More importantly is getting a decent pair of shoes. If you're used to those roadie slippers with cleats, you should ditch these off road. Get something with a deep tread pattern that will grab onto the side of the hill you're trying to walk up after you bailed. Cleats should be recessed BELOW the tread. Sette 7 (available at Pricepoint.com) has some cheapo shoes that can get you started.