I’ll second SPD’s, work fine for me, never felt the need to try anything else
For ~$30~40 depending on when/wehre you buy you can get M520s (with cleats) which in my experience will last at least 2 years of all weather fender less commuting (Yes i have seen the light now and have fenders).
There are two types of SPD cleat the SH51 and the SH55/SH56 which gives multidirectional release which could make it easier to unintentionally clip out. Pedals should ship with the SH51
very happy with my candys! I had SPDs before and couldn’t keep my feet in em, constantly popping out when stopping. Could have just been some crappy cleats or pedals? They would have been fine if I wasn’t riding fixed.