I made the jump to clipless (SPD-SL) this spring, and I love it. It's mainly a security thing - I feel much more confident standing and moving around on climbs/descents, in part because I'm trusting the shoe to support my stupid skinny feet while the pedal just does its thing. I also find the clipless system easier to get into than other types of foot retention (though unclipping is a different story).

It's funny because my husband - a huge fan of oldschool clips and straps - first got me into using foot retention, but now I get made fun of for my "special fancy bike riding shoes."