Even on my roadie I use regular old SPD.

A good pedal for cheap is the shimano M-505.

The current pedal I'm using on my roadie is a Ritchey V4 pro (great pedal, pricey but smooth as silk, however it cannot use a standard SPD cleat due to the way the pedal is made....the V4 cleat does work with other SPD pedals though...just other SPD cleats don't work with the V4....go figure...)