I have used SPD-SL, SPD, Look Keo and Speedplay Light Action Pedals. I started out with SPD-SL pedals and hated them, I couldn't get in or out easily and went down four or five times before I sold them on Ebay and bought the Light Action pedals. I have been using Speedplay pedals for the past five years and love them. Easy to get in and out. Maintenance consists of lubing them 3 or 4 times per year.
I used Look in my spin classes. They have a very secure feeling and do a good job of distributing the pressure across the shoe but I find them hard to get out. It is really a problem on a spin bike but may different on a road bike.
I have also used SPDs which were easy to get out of but because I have cheap nylon shoes I could feel a lot of pressure when I was standing on the pedals. So, I replaced them for Look cleats.
As for shoes, I think Specialized or Shimano are a good deal for the money. Get the stiffest shoes you can afford which will be full carbon soles.