There are a lot of pedals out there to choose from. Here’s some advice.
I think clipless pedals are a must when you’re on a road bike or mountain bikes. There are a variety out there and some are better than others. The big three are Shimano, Look and Speedplay. All three are great, but I prefer Speedplay. Their pedals are usually made in the USA. They also make the only road pedal thats double sided. This means that you don’t have to do the toe flip to get in. Also from a bike fitter’s prospective, the Speedplays are the most adjustable and will help get you in the best position on the bike.
When it comes to mountain pedals, the tried and tested Shimano SPD pedal is a pretty good bet. Shimano was the first company to introduce a pedal for the mountain world and they’ve been doing a great job at it ever since.
If commuting is your game, I would suggest getting a big flat pedal so you can ride in a variety of shoes and give your foot the biggest platform possible to push down on. I go with the Odyssey Twisted pedals. They’re cheap and last forever.