I find riding clipped in is much more comfortable than not (I ride a recumbent which makes it a more obvious choice, but there are a lot of DF riders who feel the same way). In my case, I have a lot more control of the bike because I'm clipped in (and, again, many DF riders feel the same way).

Before clipping in, I almost always used toe clips (the only exception is my folding bike). Having my feet loose on the pedals feels like an accident waiting to happen.*

As far as what the OP should do, it depends on what he wants. As I pointed out, I'd recommend at least half clips, but there are a lot of choices and whatever works for him is fine with me.

* On smooth pedals, it's easy to slip off of them (which can be disastrous, particularly when standing but I've seen people fall because of this while sitting on the seat). Even with pinned or "grippy" pedals, it's easy enough to have your foot slip off of your pedal and have your calf run down the spikes that were designed to keep your foot on the pedal; I've seen plenty of people who've hurt themselves doing that.