Going SPD-SL to Look is fine, as it's 3 bolt. Going Speedplay is going to cause you problems. The one thing I really want is a pair of shoes with the 4th bolt hole in the middle of the 3 for the Look "memory" pin, it helps with cleat alignment when you fit a new set. Sidi's have this, even the Kaos model have it! (Seen
here.)
£45 for the Look Keo 2 Max pedals (
http://www.wiggle.co.uk/look-keo-2-max-pedals/) these are the ones that I have. You can go fancier (mainly just lighter and the carbon blades). The design of all the Look's is basically the same. I think I have mine set to the lightest unlock tension, and they are still super tight!