My road/track bikes with the slicks have toeclips. They're fine for non-icy days. When it's snowy, icey, or slushy out I bring out the mtb with the super mean trials pedals for greater shin damage.
I've gone down (or over!) enough times in the snow to know that I don't want to be attached to my pedals on those days. I'm probably not going fast enough for it to be worthwhile anyhow.