I broke down and bought clipless pedals and shoes Friday after work, and installed the pedals that night. I set my bike up on a stationary trainer and pedaled for a while, practicing clipping in and out, and it seemed pretty easy (although I realized that being locked in place it wasn't a very good test.)
On Saturday I decided to take them out on the Erie Canal Path, which is a MUP. I figured that the MUP has no cars on it, and no stoplights, and a lot of the trail is crushed gravel and not blacktop; that it would be better than the street since I figured that I definitely was going to fall at least once.
Well, spot on about that one. About 8 miles out, the path crosses the road and it's not clear which direction it takes. So I hesitated, then saw a car, and next thing I remember I hit the asphalt like a bag of stones. I jammed both knees into the road, my left arm twisted and my elbow jammed into my ribs, and I scraped my right thumb. The guy in the car asked if I was ok, which was very nice of him. An old man was watering some flowers and let me have some water to wash off the blood.
I had a big egg on my knee, but I was ok to pedal back to my car, although I could barely walk last night. Luckily my leg was much better today, although my ribs hurt quite a bit still. But hey, it could have been worse...I could have seriously damaged my bike!
So today I figured enough for trying to get used to the clips on the road, which the gnarly, nasty, hard, blacktop, and took my bike out to a baseball field behind my condo. I brought with me my knee, elbow, and hand pads/guard that I had from my rollerblading days. I was quite the site! Slowly tooling around the baseball field, clipping and unclipping my shoes for about 45 minutes.
I realized that the problem I had yesterday was that I hit the brakes suddenly, the bike started to drop, I instinctively reacted by yanking my foot up, it wouldn't come out, I panicked, and then whack! So I practiced going around the diamond several times, jamming on the brakes. I only fell twice at the very beginning.
Then after dark I set up my bike in my hallway between a door and practiced losing my balance and falling then unclipping. I also readjusted the tension in the pedals to be looser. I think that the LBS had set it too tight, but it's my fault for not checking it thoroughly enough.
So my lesson learned (or lesion learned, if you like) is: practice, practice, practice someplace safe at first, and keep the tension loose until you are comfortable with them. And definitely don't take them out on the pavement before doing those things!