The concept is simple - your shoe has a cleat on the bottom that clicks into the pedal.
Why bother? By having the shoe and pedal firmly clicked in together, you can apply pressure through the entire 360 degrees of your pedal stroke. You can pull back through the bottom of the stroke, up through the back-stroke.
Instead of "mashing" (pushing down only) you can now "spin", and to do any kind of endurance riding this is a must.
Mountain Bike Pedals vs Road Pedals
I've been using a mountain bike pedal and shoe (Shimano SPD) up to now, since I already had shoes from my mountain bike.
At least until the strap on my shoe snapped the other day during my spin work-out! Whoops. On the bright side, it's proof I'm pulling up on my pedal during the back-stroke.
This was a good opportunity to switch to road pedals.
- Platform size - Mountain bike pedals have a small clip and that's about it - there's not much to them. Road pedals have a larger platform, and supposedly this distributes the force of your pedal stroke more evenly on your foot. Less pressure on any one point means less discomfort.
- Grip - Mountain bike pedals have at least some tread on the bottom so you can walk around in them. What a concept! Road pedals tend to have next-to-nothing, so they can be pretty treacherous for doing anything other than pedaling.
- Weight - because there is less to the shoes, they are generally lighter
There are a bunch of pedal manufacturers, but the main manufacturers are Shimano, Speedplay, or Look.
Finding Speedplay was a challenge, and ultimately I was able to find a decent Shimano pedal for a good price, the PD-R540's. They're an older model from their 105 series, but they'll get the job done.
The shoes need to be compatible with the pedals, which was easy with the Shimanos. I ended up trying on and liking a Lake CX165 shoe, then found a deal on the 2007 version on a web site.
(A shout out to http://www.cambriabike.com - the shoes were $30 cheaper there than anywhere else, and they had a great deal on pedals too... and only $15 to ship to Canada. My total price was less than half what I'd have paid at the bike store here!)
They haven't arrived yet - the downside of that killer web deal. I'll do a review once I get a chance to try them.