Last spring I hit the last spot of ice on my first day of no studs and foolishly unclipped when I lost control midturn. Had i stayed in my pedals I would just have had a sore hip and a wounded pride. Instead my left leg was left behind as I slided out and I got a fracture in my legbone and a really badly twisted knee. Often ,not always, it is better to stay clipped in if you go down.