I agree. I use Shimano SPD pedals on bikes that I take for longer rides when I may want to get off and walk around, and use Look road pedals on the "racing" bikes that I take out for nonstop rides. I prefer the Look pedals by a little bit, until I have to walk in them.

Three notes:

1) If the bike came with older pedals, clips, and straps, I label them and tuck them away so I can put 'em back on if I sell the bike.

2) Wiggle in the UK (http://www.wiggle.co.uk/) has by far the best price on Shimano PD-M520 SPD pedals, and they deliver free to the states on orders totaling at least 50 pounds sterling. They may also be cheaper on other pedals as well, but I haven't checked.

3) When Look merged with (or bought, I don't know which) Keo and became "Look/Keo," they changed their pedals and cleats. The change was small and I can't tell the difference just by looking, but it was enough to make the older Look cleats incompatible with the newer Look/Keo pedals. I discovered this the hard way after stocking up on 3 pairs of Look/Keo pedals and then wondering why my Look cleats wouldn't go in. I've since standardized on the older Look pedals---I can buy them used in great shape in assorted pretty colors for much less than I'd spend on a new pair of the Look/Keo pedals, and the cleats are still available new. Go with new if you want to, but be aware of the differences so you don't make the mistake I did.