Get the 'normal' Ultegra pedals, don't worry about the fancy carbon ones. I had the cheap R540 on my bike and always having trouble clipping in and out, either too loose or too tight and then I recently bought some Ultegras and the difference is like night and day.

I also have the RO87 shoes and prefer them to a pair of Sidis I bought. A mate has the RO87s too as well as a pair of S-Works shoes and he prefers the RO87s. Though I do know a few other people with S-Works shoes and they think they're great. Different strokes for different folks I guess.