I recently spent some time shopping for my first set of clipless. I have been absolutely delighted by a newer line of SPDs called Click'r:

SHIMANO CLICK'R - TECHNOLOGIES - CYCLING FOOTWEAR AND PEDALS - LIFESTYLE GEAR - SHIMANO

They barely require any effort to engage and very little lateral effort to disengage. I also love that they have flat pedals on one side so I can ride to the park wearing sandals. I strongly recommend them.