My .02....

Road vs. Mountain Pedals:
Road pedals have a large clip in surface whereas mountain have a small. To me, the reasons are as follows. First, when road riding, you don't move nearly as much as you do mountain biking, so you have more of a tendancy to create a hotspot, so you you need a larger surface to distribute the force. Mountainbiking, you're moving around a lot so a hot spot just isn't as much as a problem. Also, for mountain biking, shedding mud is a HUGE priority. Road pedals would be awful at that, so mountain pedals have small cleat surface, more open design to allow mud to shed.

For mountain pedals,
spd vs. crankbros
Me, I'm a crank brothers girl. I don't think any pedal sheds mud as well as an eggbeater. I've ridden both and just like the feel of the clip in, clip out motion of the eggbeaters. This really comes down to personal preference. The only reason I would recommend the crank brothers to anyone over the spds is if you ride in muddy areas. Other than that, either will do, but I had a VERY bad experience with the entry level spds, so I would recommend going one step up (read the reviews on mtbr.com, they were impossible to clip out, no matter how much the tension was adjusted. This was a few years ago though, so the problem may be resolved). The spds do offer adjustable tension, but I find the tension of the eggbeaters to be perfect

Platform vs no-platform
Platform is great if you plan on riding without your clipless shoes. Personally, I never do, so I don't bother with the platform. DH uses his mountain bike for trail riding and commuting. His commute is short so he doesn't bother using his mtb shoes and likes having a platform (he has the mallets). I've tried the mallet and I find the clip in/out efforts a little bit higher. If you don't plan on riding without the clipless shoes, I honestly dont think a platform is needed.

Entry level vs. High End
Typically, when you go from the very entry level to the next step up, you get better bearings and it's definitely worth it. You can easily feel the difference when rotating the pedal. From there up, you are normally paying for weight. I know for Eggbeaters, the entry level pedals are not servicealbe, so I would start with the C, not the MXR. I'm not sure on the spds.

Shoes are all personal preference. If you like Sidi, get Sidi. They make great shoes!

Hope that helps a little!

Jenn