For me it depends on what bike I'm on.
1. For my road bikes I only use Campagnolo Pro Fit Plus pedals.
2. For track I'm strapped in with toe clips and old school shoes/cleats.
3. I use Look Keo pedals on my Road Fixie but that bike doesn't get a lot of use.
Like all things on a bike regardless of the system you settle on they all need regular maintenance/adjustment.
- For general use it's really hard to go past the Shimano SPD system.
- "Crank Brothers" and "Speedplay" are also worth a look.