I have used Shimano PD-R540 after trying several others. I like them because the adjustment is simple and consistent. As other posters have mentioned it is best to practice before going out on the road.
I negelected to make sure the first set of cleats I had were adjusted properly and fell the first time out. I always make sure that I have a multi tool that I can make adjustments with, what feels right initally make change slightly in a longer ride. For me it's that feeling of security when I am climbing that makes it worth it for me.