These are my first and current pedal (Shimano SPD-SL)
http://www.performancebike.com/bikes...00_20000_64507
They work pretty well, but it can be difficult to clip into. Sometimes I have to deal w/a lot of traffic, and I've had to spend a few extra seconds trying to clip in with traffic behind me. They are very comfortable though.

Long story short, I think I'll try speedplays next. Hopefully they will help with my clumsiness. This is coming from a noob, but I would recommend trying dual sided pedals to start out with.