I fell twice with toe clips and straps. That's all it took to learn the lesson with those.
When I converted to speedplays, I had a couple of close calls right at first. I went a couple of months, and now I've fallen 2 1/2 times with the speedplays. The 1/2 was pretty funny. I was stopped at a red light, and I leaned over to look at my rear wheel. I lost my balance towards the right, which was still clipped in. I hopped the left foot over until I finally caught myself, and I was feeling very proud of myself. Then I realized that my bike was at an angle where I couldn't get it upright again, and I couldn't unclip. I had to intentionally fall over and unclip on the ground. And a guy from work was right behind me and was laughing his ass off.