I like Look pedals. I've tried many others including Speedplay, Shimano, Crank Brothers, and still keep coming back to Looks.
They come in various styles and I usually pick them up from www.performancebicycle.com

I recommend CrankBros ...Eggbeaters you can find them cheaply for about 29.00. Unless you are a weight freak these are an excellent buy.
They are light weight, they have 4 sided entry which makes it very easy for a new person to adapt to the change. Hopes this helps..and good luck.

http://www.nashbar.com/bikes

And I recommend Speedplay X5. Entry level price ($115 online @ nashbar.com); chromoly steel spindle for bigger riders*; ample "float" of 15* to save your knees; and double-sided entry so you can clip into either side of the pedal which means you don't have to fumble to flip the pedal over and then clip in. For full-disclosure, they do have a smaller surface area than say a Look pedal. So if you wear shoes bigger than 10 American/44.5 Euro, you may get hot spots if you're a masher. But if you have a solid platform in your shoes, like carbon soles, the bed is stiff enough to disperse the force. These pedals aren't so hot for big feet, soft-soled shoes, and mashing.

*They make titanium spindles but they're $300+, you're only paying to lose a few grams, and they're weight-rated to only ~175lbs.

I have been using look's for about 10 years, but am changing to speedplay this winter. I am having a little knee twinge and speedplay has more float, as sooner mentioned, which keeps your knees healthier. As a bigger guy, it might be a good idea to worry about that since the running aspect will be somewhat harder on your knees and lower body. The two sided entry is nice too. Good luck! Do lots of one leg drills in the off season to work on fixing the mash - that's what I started yesterday!

I have speedplays and they were great to begin with. The two side entry and the ease of getting in and out of them led to me not ever falling because of the pedals. Now, however, I wish I had something that held my feet a little tighter. I sometimes accidentally clip out when I am really pushing. But, for your first set of clipless, they are great.

I have look on my tri bike, and Time on my road bike. the Time stuff is really nice, but the cleats are pretty shoe specific, the look 3 bolt system works on most shoes.

look keo - love it!

I'm a fan of Speedplay; they're really user friendly for a newbie. You can clip in from either side so you don't have to fumble for the correct side, the float makes them really easy to pedal and there are no adjustments to mess with. Can't comment about hot spots (I wear a 43)… except to say, stop mashing and learn to spin… you'll love it.

I have the the Look Keos, and they are great. I switched to these from a double-sided pedal, and could not be happier. My personal opinion, FWIW but from my experience, is that the "fumbling around with single sided pedal" issues raised above are a bit overblown. The Keos (and others I'm sure) have a spring in them that put them in a perfect (IMO) position to step into. I don't even have to look down. If float is a concern, the red cleats will give you 9 degrees of float, which is a ton.

Looks or Shimano. I have only had Shimano- due to the price and value you get out of the pedals- but in my n=1 experience, I would stick with large cleat format for road bike. Egg beaters work great for MTB (my favorite behind the more sturdy TIMEs)- but lack a feeling of connection for the road. Speedplays are horrible for walking on, and more prone to failure- both on road and off. For a total newbie to clipless, I cannot recommend Shimano enough. They are have consistent, adjustable, and tangible release and entry.

Check out Look Keo, Shimano and Crank Bros!