In my opinion, the best thing about clipless pedals is the ability to pull upward with your foot at the top of a pedal stroke. I don't typically do that except when going up some hills and in that case it's a godsend since it helps me keep my cadence so that I don't have to continually down shift. As for going clipless from not having clipless before, the best thing to do is ride around in a large flat grassy field with your new shoes and pedals and just practice clipping in and out. I've only had a couple brands of pedals in my years of cycling - an old pair of double-sided Look mtb pedals and the current Crank Brothers Candy 1 pedals that I've been using for the last 6000 miles. The Candy pedals are excellent. They're effortless to click into and your foot comes out very easily but not so much that you'll pull out accidentally if you torque hard on the pedals when pulling upwards. Also, I'd have to say the Pearl Izumi All-road shoes are the MOST comfortable bike shoes I've ever had, and I've own a LOT of clipless shoes over the years. They do make a women's All-road. The color is slightly different, but it's not pink or anything. Also I believe it is probably in mostly smaller sizes than the men's version. Most cycling shoes seem to run kinda narrow, so unless you have weird wide feet you should be able to try on almost any brand of shoe regardless of whether it's for men or women. If you can find a men's shoe in a small enough size (assuming you have small feet), there's nothing saying you can't wear mens shoes. Most of the time, the differences are the women's sizes don't go as large as mens, and the colors are whatever the manufacturer determines must be "more feminine."