I started cycling this year and have gone from regular flat pedals to clips to clipless. I made that full transition in under a month after using the standard mtb pedals on my hybrid for a while. Clipless pedals and shoes were probably the single most important purchase I made so far regarding cycling gear. I use the Shimano M520 which is technically a mtb pedal (SPD cleats) but I love that I can clip in on either side and I never have to look down.
So far, *knock on wood* I haven't had a fall from being clipped in yet, and it's been about a month. It's been close before though.