No need to overthink it.
1. Find a pair of "SPD compatible" shoes that feels good and fits your price range.
2. Flip a coin, saying, "Heads: SPD's, Tails:Crank Brothers" (lrank Bros. cleats are SPD-compatible and will fit your shoes.)
3. Buy SPD or Crank Bothers pedals that fall close to your price range and install. Possibly your local bike shop will install the pedals and cleats for you if you buy them there.
A casual, non-technical ride is a good place to sort out your technique. SPD pedals have adjustability in the tension that holds the cleat to the pedal, and you might want to tweak that a bit, before getting into traffic or on an MTB trail.
Bonus: The correct sequence is: "Slow down, unclip, stop" - not Slow down, stop, unclip"
Last edited by truman; 12-09-09 at 09:05 AM.