I've ridden in toe clips/straps for many many years, but am playing around with clipless. I still haven't done any real riding with them. With the clips/straps, I used to use cleated shoes with straps tightened down, but for the past number years, I just use my Avocet M30 touring shoes and don't tighten the straps completely, just snug enough. I've never come out of them unless I intended to.

Clipless disturbs me a bit as I've had both hips done and really don't need to join Club Tombay. To try out clipless, I bought a pair of mountain shoes (diadora) and am trying Eggbeaters and Time ATACs currently. Neither seems safe if you aren't clipped in; maybe I would be better off with some SPDs and more platform type pedals. So far I don't see any improvement over the clips/straps in terms of efficiency either. All are lightyears ahead of no retention system however.