I use Brand X which are hard shell knee/shin and elbow pads. They are as comfy as any others I have tried (they all take a bit of getting used to). Best of all, they are well priced - see
http://www.chainreactioncycles.com/Categories.aspx?CategoryID=221If you get the opportunity try borrowing different ones so you can try them out on a ride. They always feel different when you have had them on for a few hours. I also find that on the knee/shin pads, the bit that goes around the back of the knee is always the most uncomfortable bit so - loosening the strap a bit on long climbs can help (just make sure you tighten it up again before you hit the fast stuff).
I still have a habit of "not bothering" with mine. Experience has shown that leaving it behind in the car doesn't offer as much protection!