I use platform pedals. I prefer them since I can wear any shoe I want, and with the traffic where I usually ride I feel they are safer. I can also move my feet around to different positions if desired. I use Wellgo BMX pedals with the replaceable pins like these except my current ones aren't magnesium.
http://www.amazon.com/Wellgo-LU-A52-...962323&sr=8-28
Here is a good article on the subject:
http://www.rivbike.com/article/clothing/the_shoes_ruse