You may consider locking skewers. The kit usually comes with a lock for the seat post as well so it doesn't get stolen. I did this on my road bike that I use to ride to work and just about everywhere else. I use Street Cuffs as my primary lock because I'm not so worried about someone taking her wheels anymore. Also, less chance of damage of dragging a big cable lock through her spokes all the time. The U-bolts are great but I like that the cuffs have a holder that fits where one of my bottle holders were so I don't have to carry them in a backpack or hang them somewhere where they will scratch the paint off. She has enough paint missing as it is.
As for pedals, I have spds on the road bike and spd's with flats (I think Performance calls them campus pedals) so I can wear regualr shoes for just tooling around over to the store or something. There are many kinds of pedals that have the dual option. Kitsune has eggbeaters Smarties on her road bike and uses the Mallets on her mtb too. I say if you have one bike with many needs, go with a hybrid pedal that is most useful to you and pick the style (spd, eggs,...) that you are most comfy with. Don't worry about what other cyclists think about you having clipless on her, she's your bike. Do what you want.

Now, the next important step... pics for all of us who love good bike porn.