WHat sort of shoes did you get? Are they SPD compatible? If so then there are a huge number of different SPD pedals around. What sort of riding do you do? XC mountainbikers tend to go for the simplest dual sided type of pedal such as the M505, M520
http://www.chainreactioncycles.com/Models.aspx?ModelID=3759
both cheap as chips. Other makes such as Crank Bros Eggbeater are worth looking at, a bit more money and very weight conscious.
M545
http://www.bikeradar.com/gear/category/components/pedals/product/m545-pedal-13458 have a cage round them for freeriding, but also make a great commuter pedal as they are really quick to engage, can be used in flat shoes as well as SPDs. Also the cage takes some of the pressure off the hotspot in the middle of your foot caused by the small engagement area of your pedal. I use them for trail riding, very rugged. There's a resin caged version which is 15 quid cheaper but likely to break on rocks.
Then there's the M647 which is a touring version, again, a cage round the pedal to spread the load.
Most beginners are advised on here to try the M520s, they appear to be the beginner's SPD of choice!