royalflash, tak eyour bike inside, get on it in a doorway, lean against the door jamb, and clip in and out 50 times. Practice makes perfect, and you probably aren't doing it enough times on a ride. It also means you can make the tension adjustment at home and more easily.
For mine, Time Atac pedals. No problems except the brass cleats wear quickly (but then I wear my cycling shoes all day every day).