I'm kinda scared of riding at a serious pace without being clipped in (into "clipless" pedals). I like the positive connection with the bike when hitting bumps etc.. You can certainly put in a much greater effort when standing too.

For me, coming from mounting bikes and using SPDs, I've found no reason not to use SPDs on road bikes. I find them to be easy in and out, positive retention, reasonably lightweight (~300gm for pedals and cleats) and they're walkable. In a similar vein, some friends use Eggbeaters on both mtn and road bikes.