Yup, clipless pedals are the way to go. The positive retention, you don't have to use any energy or concentration to keep your feet on the pedals (it's not much, but it's there) so your perceived effort is lower.

Being able to 'pull up' when you're starting is nice, but that means you needed to shift up before you stopped.

Also, on long rides, you can 'pull' to take some of the load off of your quads, but that means using your hamstrings, which are usually weaker. (Actually, Triathlon bikes are set up to take advantage of that, so you can save your legs for the run)

If you ride trails or urban a lot, SPDs let you use your legs to 'english' the back end of the bike around. Bunny hops become a no-brainer. I hopped a nasty bridge expansion joint at ~30mph on my road bike. I had both wheels in the air before I realized what I was doing.

Just practice clipping and unclipping a lot, since if you only pop out one foot, the bike will decide to lean the other way.