Originally Posted by Daily Commute
Clipless pedals keep your feet in an efficient position and allow you to use force pulling up as well as pushing down. Once people get used to them, they only rarely go back. But they are more expensive, and you probably need to bring a real pair of shoes if you plan on doing much walking at the end of the ride.
I find the best thing about clipless (or clips) is that you don't have to worry about you foot slipping off the pedal.
If you use SPD, or other MTB-style pedals, you can walk normally in your cycling shoes.