Carleton is right. FIRST decide road or MTB system. I to have rode both and everything under the sun.
I prefer road shoes and pedals.
If you wnat to try clipless with a lower budget, then start with MTB. Sminao shoes can be had for under $80 and CB Smarty pedals around $30
Performance, Nashbar and Price Point have package deals with CB pedals and shoes for under $100 sometimes.