If you're not planning to walk around much and cost is a consideration, I vote for the Shimano R540 SPD-SL pedals and then get cycling shoes with the required 3 hole pattern. Even if you decide to switch to another road pedal like Look or Time, you could still use the same shoes just with the different cleats required.

The R540 is usually easy to find at a good price. Nashbar has them for $38.99 right now, and one guy on eBay has them new in the box from a store for $39.95 w/free shipping. Even if you buy them at retail from the LBS, it's not a bad deal. If you want more bling, the Shimano 105 pedals can be had around $55-65 shipped too. The platform on those are a little bigger, and I like the metal top cover on them. The bearings are probably higher quality versus R540, tho not sure?

Look Keo Plus are another option around $80 on sale maybe.