OP,

First of all, by all means, go clipless. Once you get used to them, you will probably feel naked on flat peddles - I know that I do.

Second, it's hard to beat SPD for general purpose cycling; shoes are easy to walk in, peddles can be adjusted to release easily in up to three axis, and they are widely used...

...which leads me to my last point. If you use SPD shoes, most gyms have spin bikes with SPD peddles. This means that you can get used to retention in perfect safety on a spin bike. Do a few spin sessions in SPD peddles and you will have no problem the first time you swing a leg over your bicycle.