I like clips and straps. Run 'em loose when rollin' mellow, cinch 'em down when it's time to get serious. Beware, some pedal/shoe combinations make a tightened strap and clip harder to get out of than clipless setups.

I like BMX pedals with pins also. You don't get the up action but you get a lot better action at the bottom of the stroke than many other pedals and with the right shoes your feet REALLY stay put on the pins. This is nice where I live because 50% of rides are done in the wet.

EDIT: might as well get more pics in here: