newbie questions...

picked up my first road bike a few weeks back. still rocking the platform pedals but looking to pick up some clipless pedals soon. when i got the bike it came with some SPD pedals that i'll probably use and get some SPD compatible shoes.

questions:
-how much more efficient will i be with clipless vs. the platforms?
-how terrible of an idea is it to buy my first set of clipless shoes online without being able to try them on? (there seem to be more less expensive options online versus in the LBSs in my area)
-is getting "road bike" specific shoes ideal if all i plan on doing is road biking for fitness/recreation? does it depend entirely on how much walking i plan on doing in the shoes?