Do you mean clipless (clip-in, confusing I know but it's a historical thing) pedals?
If you do then I personally would recommend Shimano SPD system. The double sided pedals give brilliant results and the MTB biased shoes allow you to walk normally when off the bike with slipping and sliding like Bambi on ice.
No doubt others will be along shortly to tell you it is sacrilege to put SPD pedals on a road bike but it is pretty common in reality and anyone that looks down their nose at you for doing so is not worth listening to!
The basic SPD M520 pedal is great and can be bought for a little over £20 and should come with the cleats to screw to the bottom of your shoes.