+1 to SPD mountain bike style clip-less pedals with recessed cleat shoes. they work fantasticly well, last for years and years, and most importantly, allow me to walk like a normal bi-ped when i'm off the bike.

i'm also a huge fan of combo SPD/platform pedals. even though i ride clipped in 95% of the time, it's still nice to be able to ride platform in hairy situations or just grab a bike and go without worrying about putting on different shoes. however, some people find them to be the worst of both worlds. to each their own.