Lots of riders struggle to get used to clipless pedals for fear they'll fall because they won't be able to get out of them. But there's a secret that makes life much easier and safer for clipless beginners.
That secret is simple: Shimano multi-release cleats. To help you understand what that means, a bit of background.

Shimano multi-release cleat
Clipless pedals have a spring-loaded mechanism that grabs a specially shaped stud, known as a cleat, on the sole of the shoe. You press the cleat down to click it into the mechanism, and twist out to release.
Because they hold your feet in the right place on the pedals and keep them there, clipless pedals are more efficient than regular shoes and flat pedals. Shoes for clipless pedals have stiff soles, which also improves efficiency and comfort.
There are two types of clipless pedal. Pedals for road racing follow the original concept introduced by Look in 1984. The cleat stands proud of the sole and is attached by three bolts. This allows an uncomplicated, very rigid sole, but is awkward to walk in. The pedals only have a mechanism on one side, so to clip in you have to catch the nose of the pedal just right, which takes a while to learn.
Shimano's SPD cleat is recessed into the sole of the shoe (CC BY-NC 2.0 Karlos:Flickr)
In 1990, Shimano introduced its SPD (Shimano Pedalling Dynamics) design. A smaller metal cleat is mounted to the shoe with two bolts, and fits in a recess in the sole. The recessed cleat makes it easier to walk in SPD shoes, and helps guide the cleat into the mechanism, making it easier to clip in.
For clipless beginners, SPD pedals are the way to go. Most pedals are double-sided, which makes learning to clip in much easier.
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SPD pedals and shoes from below (CC BY-NC 2.0 Flickr:Alan McDonley)
The other advantage of the SPD system is the availability of Shimano's multi-release cleats.
Standard SPD cleats only release when the rider twists her foot outwards, but multi-release cleats come out if you pull up hard too. That's a far more natural action for a clipless beginner, who's probably used to flat pedals that you just lift your foot off.
Multi-release cleats are easy to recognise, as they're stamped with a large letter M. If you're buying online, look for product code SM-SH56.
The bad news is that very few models of Shimano pedals come with multi-release cleats, so probably you'll have to buy them in addition to the pedals. The good news is that basic SPD pedals are very cheap but really durable, so buying extra cleats isn't a big financial burden.

Shimano PD-M324 combination pedals
The exception — and a very good choice for SPD beginners — is Shimano's PD-M324 combination pedals. These have a flat platform on one side and an SPD mechanism on the other, and you get multi-release cleats in the box.
Buy Shimano PD-M324 combination pedals — £44.99
The alternative is double-sided pedals and separate multi-release cleats.

Shimano PD-M520 pedals
Shimano's cheapest double-sided pedals can be had for less than the cost of a cheap night out. The excellent PD-M520 pedals are supposed to be £37, but can sometimes be found for as little as £20. The only thing they give up to more expensive versions is a bit of weight.
Buy Shimano PD-M520 SPD pedals — £29.99
Shimano PD-ME700 SPD pedal
Some folks find pedals like the M520s a bit small. The PD-ME700 pedals are an excellent alternative. Intended for mountain biking, they have a platform around the pedal mechanism that supports more of the shoe. This works really well with shoes that have more flexible soles and are therefore easier to walk in.
The RRP of PD-ME700 pedals is £53, but you can find them for less.
Buy Shimano PD-ME700 SPD platform pedals — £40.00

With either PD-ME700 or PD-M520 you'll need multi-release cleats.
Buy Shimano SM-SH56 multi-release cleats — £11.99
Your local bike shop is a valuable source of advice and information on clipless pedals.
Shimano dealers are all listed at the website of importer Madison Cycles.
What shoes you should get to go with your pedals is a whole other article, but suitable shoes start from about £30. Check out the selections at Chain Reaction, Wiggle and Amazon.
In case you're wondering why they're called clipless pedals, it's because pedals used to have metal cages, called toe clips, and leather straps to hold the show in place. Racing shoes had cleats that were slotted to fit the cage of the pedal. To get out, you had to loosen the strap. Falling over at traffic lights behind a busload of schoolkids was not unknown.
Clipless pedals get their contradictory name because they don't have the metal clips of yore.
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Even cats love clipless pedals (CC BY 2.0 Matt Scott:Flickr)
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