First you have to decide if you want mountain or road pedals. I have no expereince with mountain pedals but have used a few different road pedal systems and do have an opinion.

I started out with Shimano Dura Ace SPD-L pedals and they didn't work for me. I had a difficult time clipping in and out. I fell a couple time hard. So I switched to Speedplay Light Action pedals. These pedals are extemely easy to clip in and out of. You don't need to hook your toe the way would with the Shimano SPD-L peldals just step down. You don't even need to look.

Now for the down side. The cleat is medal and makes a lot of noise when you walk. However, with coffee covers on they are easy to walk in.