
to CC.
I'm sure there is a sticky thread somewhere about pedals, but I can't just find it right now.
IMO you really do benfit from using clip pedals, which type is largely down to preference, confidence and budget, (and bike snobs might also add, type of bike, but we'll ignore those people shall we?

)
SPD - probably the most popular, MTB oriented, but perfectly at home on a road bike too. Easiest to use as the standard versions are double sided. Also easiest shoes to walk in of that's a consideration.
SPD-SL - dedicated road version of SPD pedals. What I use now on all my bikes. Can take some getting used to as they are single sided entry. Shoe and cleat combo make these impractical if you need to walk.
There are loads of others too like
TIME,
LOOK,
SPEEDPLAY etc, but the two above are probably the two most popular versions IMO.