I ride eggbeaters and enjoy them. I can't pull out of them, unlike when I had Onza pedals.
What are the BEST pedals? The ones that YOU enjoy; the ones that do not hinder your riding.
You will want to get good shoes. Poor shoes will leave your feet sore, regardless of what pedals you are using.
You can get a low-cost set of eggbeaters for less than $50. If you know you don't want to stay with platform pedals, give them a try. My suggestion: start with lower cost pedals and good shoes.