I started with platform pedals and regular shoes. Then I tried SPDs (with platforms on one side that permits them to be used with street shoes), and still have them on one bike. See the photo below.



But I found out the hard way that (for me, at least) the cleats need to be aligned precisely or I get knee pain. The chief benefit to the SPDs is that I was wearing MTB shoes, which are more comfortable to walk in than cycling shoes. After the SPDs I started using Speedplay Zeros on my main bike. The cleats are harder to walk on, but you can buy covers to make walking easier. I like the Speedplays because they offer about four times as much float as the SPDs.