I kind of like the Wellgo pedals. I think they are easier to adjust than the Shimano SPD pedals, although I haven't had to tear down and lube the Wellgo pedals yet. Shimano pedals are easy to rebuild.

So far I think I use all Shimano SH51 cleats, and now one set of XPEDO cleats, and haven't had any cleat compatibility issues. I do tend to run my SPDs tight to prevent pull-outs.

I haven't wanted to try the Multirelease cleats just because I pull up. If you've used toeclips, then go directly to SH51. If not, it is up to you. You can set the tension quite low to start with and should be fine with either cleat.

I would agree with HillRider to not start with MG-8 pedals. Just starting out, the double-sided pedals are much easier to deal with. You can try single-sided later if you wish. I also had one pedal that the cleat mechanism half fell apart. I don't remember which brand. I got it put back together, but redundancy might not be bad for touring.

I would also suggest avoiding WAM-M919. Something is definitely off with that pedal. The notes I'm reading about it indicate that it is designed for a backwards mounted cleat. If that was your only set, perhaps that would be fine, but I'd start with one of the others.