Maybe "they" have more bikes than pedals..?

I do pedal-swapping fairly frequently. If I'm going on a ride with a non-biker, I'll swap out the clipless pedals for clips 'n straps. Or I might swap Look for SPD because my winter/rain shoes are SPD.

Anyway:

1. I don't grease the pedal each time, but the threads are usually pretty greasy.
2. I probably get the pedals too tight. I don't want creaks, though.
3. I use a Nashbar pedal wrench. Doing without a pedal wrench is kind of like doing without a chain whip. You can get the job done without it, but it's really worth it to have the right tool.
4. I wouldn't remove the pedals just to stick the bike on a rack. But pedals CAN scratch up other bikes or even the car.
5. My fave MUP is within riding distance.