number one tip: dont try and have a multipurpose shoe, they either ruin the cleat, or are ****ty for pedaling.... just use a road shoe and carry an extra pair of shoes around, no biggie....

Look into crankbrothers pedals, i really like my eggbeaters and swear by them. They also work with SPD shoes, so if you already have shoes, no big deal... they clip in/out really easy, and you can engage them from all 4 sides unlike most pedals, which i find particularly nice when riding FG.