For SPD 520s, which are pretty common, there's a screw towards the back on either side of the pedal. To make it easier to clip in and out, turn the screw out a quarter turn. Also, try putting the heel down a little as you clip in.

Or you could just ditch the clipless pedals and go to platforms, as I have done. For urban riding in heavy traffic, I decided that platforms were a lot more convenient and not that much less efficient. A lot of people really like clipless, and you may, too, but you also might find that they're not needed for the kind of riding you do.