Going to throw in a vote for Time pedals. I have Aliums on my TriCross, and ATB (older) on my mountain bike -- both work great, stay attached until you want to get out, then easy to twist out in a hurry if needed. Using SPD shoes -- a bit heavy, but ok for now.
BTW, pedal wrench isn't always necessary. Many pedals can be installed using allen wrench (I think 6mm) from the reverse side of the crank arm. Not sure what assembly paste is -- I use a bit of grease and havent' had trouble, but do be sure to start the threading by hand and clean dirt out of the threads and restart if you feel any resistance. As noted, left pedal is reverse threaded (tighten counterclockwise as you face the left side of the bike).