Cant tell you about the Road specific clipless- but MTBs mainly use SPD compatable pedals. SPD's are shimano and the cheap one is at an economic price. That is waht I have fitted and the SPD cleats have worked with Wellgo- Ritchey and Onza's.

The Shimano 520 pedal is cheap and I have them of all my bikes- Road- MTB and Tandem. I changed to them 8 years ago when My Onza's packed up and still use the Onza cleats on one of my pairs of shoes. As to cheap shoes- Go to any Large Bike shop and shoes can start off fairly cheap. Best I have found for reliability and cost were the Shimano ones again.