For me, I like clipless on rough trails because I know my feet will never get bounced off the pedals. And on the road, I don't have to decide where to put my feet, they just are where they are. For high-end riders/racers, they can apparently make your pedal stroke more efficient. And cycling shoes also have stiff soles, which can distribute pressure so you don't get localized "hotspots" (numbness), but there are stiff-soled non-clip shoes that do that as well (5ten, Chrome, probably more). And most clipless shoes also give you the ability to make sure, when you're walking, that everybody knows your a cyclist, because your shoes are super noisy and ugly and they make you walk funny.

How hard are they to learn to use? Not hard. The only hard part is remembering to unclip before stopping. Early on everybody forgets at least once, and falls over sideways because they can't put their foot on the ground. Rite of passage. But before long it's second nature, like stepping on the clutch when you have to brake a manual shift car.