I'm not sure about your shoe question, but I just went through the pedal debate myself. I have spds on my road bike and crank brother mallets (big downhill platform) on my mountain bike. I also tried basic egg beaters on my road bike, but returned them. The small plain egg beaters felt really small (you'd at least want a rather stiff mountain bike shoe) and I HATED how loose they were. I prefer less float on a pedal, and you can't adjust an egg beater like you can an spd (so i have snug spds on the road bike). The mallet is basically an egg beater integrated into a large flat pedal, and since I can be a chicken s*** rider I prefer to be able to clip out completely, and still be able to easily keep riding. And I don't have float issues with the mallets...I think because i have a sneakery mtb shoe and between that and the flat part of the pedal I get enough friction to keep pretty steady and feel secure.

just my two cents! this is the 'less competitive mountain biker' opinion i think, lol!!