I bought the basic PD-m520* pedals from Rose Cycles and they came with these SM-PD-22 reflector adapters for free! (***Although they may have been free with the m540 instead?)
Anyway you can buy them from Rose here for ~£9 excluding postage:
http://www.rosebikes.co.uk/article/shimano-sm-pd-22-adapter-with-reflector/aid:115758
I remember thinking that they seemed expensive on their own but free with the cheap Shimano pedals, was a great deal. You can phone Rose (on a UK number) and ask about the pedals and which type come with the free reflectors.
IMPORTANT!!!!!
One downside I found! They work great with Shimano pedals as both sides of the pedal are sprung independantly. But later I had my bike services and the shop put more expensive BBB pedals (they said they were better quality) but to my downfall (literally) I found that the pedals have ONE sprung plate which operates for both sides of the pedal. This means if you clip these plastic reflectors in the bottom, you find it extremely difficult to unclip your shoes out of the top as the single plate will not compress the plastic of the reflector!!