Cleats are great, more power in the pedal stroke and as stated by Paul get the adjustable tension, they cost a few dollars more but they are worth it in the long run.
Wherever you buy them ask for advice in clipping in and out and don't be afraid of the clip stack, from what I have read it will happen, you will forget to unclip when coming to a stop and over you go!
My first clip stack came about rolling to a stop on an incline and I was simply not thinking and by the time I had stopped moving too late;)
Oh yes the clip stack had my first one and Sunday followed by a second one 20 minutes later. I have learned my lesson hopefully NEVER again.
But this aside a million times better to ride in cleats I also have the look keo....
Recessed cleats are easier to get startup uphill in partly because they're double-sided, and partly because you can safely apply more power without being clipped in.
The trick to road pedals is gently kicking them flat for clipping in - too hard, and they'll spin. Some of the very light ones don't hang tip-up well, too.
If your not a super serious rider and commute on your bike: Get mountain biking cleats and pedals.
That way you can still get asual looking shoes and you won't look like a silly billy when your walking around a shopping centre or something.
Cleats are great, more power etc. I have adjusted mine so they are quite easy to get out of quickly, in city traffic you need to be able to react quickly. I was also taught that when in city traffic always unclip, just the first twist when you touch the brakes so you are ready to get out if you have too. I don't always do this but it is a good thing to think about.