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@Clockwise
These pedals are good, you can pedal on them without being fully clipped in(which happens a fair bit the first week or 2). Adjust them all the way down so they are easy to clip out of.
http://www.chainreactioncycles.com/shimano-m530-spd-trail-mtb-pedals/rp-prod67249
Cheapo shoes that do the job. Avoid sports direct anything, they are cheap for a reason. I got some shimano mt33 shoes a while ago for a similar price, size 10 converse = size 46eu shimano. You want a rather snug fit and do the laces/straps up tight as it will making clipping out easier.
http://www.decathlon.co.uk/road-cycling-shoes-3-black-id_8199403.html
Go with spd over spd-sl, double sided so you won't be faffing about to get the right side.
I would also say stand at home in a doorway on/over your bike and clip in and out for an hour before hitting the road, the doorway is to stop you falling but you can/will still bash your shoulders a bit, turbo trainer if you have one is even better.