I just converted to clipless SPD myself. I got Shimano ED500 pedals which are meant for touring and easy to get in and out of (good for beginners), and they are only $60. I did purchase sh51 cleats separately to use instead of the sh56 that come with the ED500 because I read some reviews where people complained about the sh56 being too easy to come out of the pedal, especially on upstroke on hills. So far they are working fine (and I haven't fallen over yet

).