I'm looking into buy a new set of pedals and am not sure whether to try:
1) Shimano Ultegra SPD-SL
2) Crank Bro's Egg Beater
3) Look A5.1

It is likely that the pedals would be used for slightly rougher terrain than just roads (but not much rougher).

The Look would be cheapest, followed by Egg Beaters, with the Ultegra's being most expensive.

Any opinions on which would be the best choice?

Thanks

Any reason you're not looking at Speedplay?

or time?

I live in the UK and these are the pedals which seem to be most widely available but if you have any ideas for a specific pedal which you think would be better, i'd be very happy to hear any other suggestions

Thanks in advance

I would go with a Time, Speedplay frog, Eggbeater, or Bebop pedal if clogging your cleat is an issue. See roadbikereview.com for more info.

i wear shimano R097 road shoes, would any of those pedals mentioned not be compatible?

Ok, i've just realised my shoes say they are only compatible with SPD-SL, SPD-R, SPD, and Look. What category do eggbeaters fall under?

The eggbeaters are under SPD.

I have the shimano R540 spd-sl pedal, I just got it yesterday. I haven't had a chance to do a real ride yet, due to the snow and ice out, but from my quick spin around the block, I can tell you, they are nice pedals. They click in a little less reassuringly then the mtb SPDs, but once you are in, you are in pretty solidly. I did a few sprints, and I didn't pull out at all, so all in all, I was pretty impressive.

One note though, I have found that the three-bolt cleats are a bit harder to install then the two bolt. If you bought the pedals at the bike shop, I'd take your shoes with you and have them install the cleats for you. At my LBS, if you buy shoes or pedals, they will put the cleats on for free. ask about this at yours...