Hi, there’s a comprehensive outline with photos regarding bike pedals in the NTP members-only website. The outline is entitled Bikes 101.
If you plan on training and commuting to work with your bike, you want a dual platform SPD.
If you plan on using your bike shoes for stationary bikes and for training on your new bike, you want SPD pedals.
Assuming none of the above applies and you plan on using your bike ONLY for training, then go with SPD-SL hands down. I believe Shimano SPD-SL 105 is your best value and entry level option.