Reducing the tension screw on the cleats for the first few weeks and slowly upping the tension as you get comfortable till you find a tension you want to keep with is the route I've been going with my clipless pedals. Each week I go about a half turn tighter on the tension and think after next week I should have a good balance of resistance to accidental disengagement and ease of entry.

Good luck with clipless - I've been loving mine and just bought a second pair of pedals for my other bike.