Thread Sizes
Most pedals have 9/16" x 20 tpi threads.
Pedals for one-piece cranks are 1/2" x 20 tpi.
Older French bicycles used a 14 mm x 1.25 mm thread, but these are quite rare. French-threaded pedals are commonly labeled "D" and G" (French for "droite" and"gauche" (right and left). A French pedal will start to thread into a 9/16 x 20 crank (and vice versa), but will soon bind. Do not force it, or it will damage the crank. Aluminum French cranks are easily rethreaded to 9/16" x 20 TPI.
In the early 1980s, Shimano attempted to popularize a very large thread size, called "Dyna Drive." This system was designed to place the pedal bearing inside of the crank, so that the foot could be slightly below the pivot point of the pedal bearing. This was believed to offer biomechanical advantages, but the system was not a commercial success, and has been abandoned.
These threadings havwe 100 years of industrial inertia behind them, but none of them is ideal. A better system would have a conical surface between the pedal spindle and crank, to avoid fretting (wear resulting from small motions of the pedal spindle inside of the crank). See Jobst Brandt's comments here and here.
Pedal Threading
One-piece (American) Cranks 1/2" (0.50") x 20 tpi 12.7 x 1.27 mm
Standard-3-piece cranks 9/16" (0.56") x 20 tpi 14.28 x 1.27 mm
Old French 0.55" x 20.32 tpi 14 x 1.25 mm
Dyna Drive 1" x 24 TPI 25.4 x 1.06 mm