I use both systems. Most people these days use clipped pedals for convenience like commuting or grocery store runs. You don't need a special shoe and any shoe will do making it easier to walk around at your destination. Clipped pedals can still be a performance type pedal but then you still need good shoes with the proper cleats as you would with clip-less so if it's performance you want then just go with clip-less. They are easier to use and IMO safer in crashing as you will just pop out like a ski binding does.
EDIT: I'm not sure why people say you need to tighten your straps so much. With proper shoes and cleats they only need to be snugged down.