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@Greenbank
^^ Same as ds3000.
Double sided Shimano SPD pedals and cheap MTB shoes that are comfy for walking in. I use Spesh MTB Sport shoes for commuting.
I've just got some of the Shimano Click'r PD-T400 pedals for my commuting bike and they're not bad. The reason I went for these over my usual M520s is that they have proper built in reflectors.
Rode to/from 5-a-side on the PD-T400's yesterday (8 miles each way) and they're very easy to unclip from (much looser than the M520's even with the same single release cleats, I hate the multi-release cleats) but I never pulled out of them accidentally.
The main reason for the PD-T400's (or M434 pedals I had before) was that they can be used in normal shoes too, without having to worry about getting the right side of the pedal when setting off as they're the same both sides; the SPD binding gets pushed out of the way by normal shoes.
I've never had to worry about cold feet so I use the same shoes all year round. I never use overshoes either, my feet stay warm even when wet.