"Mountain" systems, like SPD, use small cleats, which are recessed into the shoe. You can walk easily in these shoes, without scraping the cleat into the ground. Road shoes are more cumbersome to walk in. Most people contemplating clipless pedals should decide road vs mountain based on how much walking they plan to do on a ride.

I use and like SPD. I have A-520 pedals, and like them a lot. Being one sided doesn't bother me at all. I thought one-sided would make them work pretty well in "normal" shoes, which isn't really the case, but on the other hand, I have almost no desire to use normal shoes with them, now that I have a feel for what I would have to give up. ( On the other hand, I can't leave a pair of shoes at the gym, so I'd actually like a platform/clipless pedal for this commute. )

Today on my local Craigslist, there's a pair of SPD shoes with pedals and cleats for $40. Obviously, the entire set is used. When I got my pedals and first pair of shoes, the entire package cost about $200 after tax. I'm not in love with the first shoes I got, but I do have a pair I got, used, for $45, with carbon soles, that don't flex, making them extremely comfortable. What I'm trying to say is figure out what type of clipless system you want, and get it used at a steep discount. If you like it, you can get nicer shoes later.