Great thread, as we have had equal experience with both type of pedals. Started off with Shimano M324 duals (best duals on the market) for ease of pedalling for short trips but found we spent more time flipping them around as we preferred to be clipped-in. Changed pedals to Shimano M540 SPD and once adjusted they work like a charm. I've been riding clipped-in forever and would never go back to toe clips.
Shoes make the difference; we both have Shimano FN01, advertised as exersize and spinning shoes. Extremely comfortable, wide toe box, vented fabric top, cleats are recesssed and one big velcro strap to secure your foot inside. Very easy to walk in also.