SPDs are durable, cheap, and seem to last forever. Based on my experience they are more prone to accidental release than other clipless pedals I've tried, but its never been a real problem, not even riding brakeless. In my experience, the "accidental" release happens if you attempt to invert your foot slightly on the pedal while pulling up hard. It think this is actually a safety feature, that allows you to more easily release in the event of a crash. If it becomes a repeating problem, tightening the mechanism will usually resolve it.
Eggbeaters are a bit more foolproof, meaning that they are easier to clip out of and less prone to accidental release, but the mechanism is not adjustable and, frankly, they feel a bit sloppy and wobbly compared to SPDs. Eggs have more of a tendency to fall apart or break.
I think the best advice is to try a pair of cheap SPDs with MTB shoes. Once you get the hang of it and decide that clipless is for you, then start doing research on more expensive pedals and shoes. I started with cheap SPDs, tried numerous other clipless pedals and I've actually come back to using SPDs on several of my bikes.
Last edited by mihlbach; 02-17-10 at 08:29 AM.