to the OP,
I was on the same boat a few weeks ago:
http://www.bikeforums.net/showthread...ss-Newbie-Post
As recommended by most people, I went with the SPD-SL road pedals (Shimano 105). Needless to say, I'm really happy with it. Like Carleton said, try on shoes before you buy them. I made the mistake of buying shoes online and returning them eventually (quite a hassle).
Goodluck with your puchase!