I went with SPD (mountain bike) clipless for my introduction to bike pedals/shoes. They work very well. I really wanted to be able to walk in the shoes. I found some SPD bike shoes that don't look like hiking boots -- they look like bike shoes -- but they do have a rubber sole and I can put them on in the bedroom and walk to the Garage without worry. Plus they are easy to "unclip" and that's a concern when starting out.

For pedals I went with the half and half pedals from Shimano. One side is a flat metal pedal the other side is SPD clip compatible. I thought I'd want to have both. I was wrong. I don't ever use the flat side.