Nice tangent to the thread.

OP: What kind of shoes do you plan to wear?

Yeah, shoes -- because we can pick out a pedal system or three that will work with whatever shoes you intend to use. Road-specific (like Sidi Genius), rigid MTB (like Sidi Dominator), casual (Specialized Taho), touring, etc.

My guess, since you're posting in Road and mentioned sprint triathlons, would be that you're looking at roadie shoes. So, you've got Speedplay, Look, SPD-SL, Crank Brothers (3-hole cleat, definitely), Time (iClic and RXS, at least), and a few others that aren't coming to mind now.

What do I use, at least for now? Time RXS -- no maintenance, impervious to dirt & mud (so far), nice "pop" when engaging, a little less skate-y feeling than the CB pedals I was using before. But, I've broken a tab off the toe end of a cleat, too; I could still clip in since the pedal grabs the brass piece in the middle, but it sometimes took me a while to find it.