good shoes + clipless == better torque transfer, comfy and faster. at the velodrome pretty much everyone rides clipless.

I have no idea why you would want to clip *out* while the pedals are moving, I think you mean in. The whole clip in/out issue with clipless is blown out of proportion. It is easier to get in and out of clipless (at least Looks, which I use) than it is to get in and out of cinched straps but it might take an hour or two of getting used to it and to realize the advantages. If you roll with your straps loose then your not really taking advantage of the straps, really.

Anyway, I'm not doing messenger miles but I do ride about 20 miles a day pretty much every day in Manhattan and Brooklyn and I would never want to go back to clips and straps.