I went clipless almost 2 years ago in preparation for a coast-to-coast ride. At the time I didn't know much about shoes so I bought a pair of road shoes (i.e., without the nice grippy soles of mtb shoes) with for the regular SPD pedals that came on the bike (a Trek 520). I took the normal advice, sat out in my yard for a while practice getting into and out of the pedals. I found that I basically needed most of my weight to get get clipped in (I actually got used to it being this way and hate riding SPD's if they aren't really tight), so I soon started rolling out into the street. Luckily, at the time I lived on a fairly empty rural road and so I was fairly safe. The next morning I started riding to school with them.
My real trouble came after a couple of weeks, when I started to get cocky. I remember one time I came into my driveway and just forgot to clip out- I wasn't thinking. I reached for the car that was next to me, but it was just a little too far away and I went down, bending my arm in a weird way but thankfully not injuring myself.
That summer I rode across the country with them, with only a few mishaps caused by the pedals- including one of the infamous u-turns. Another time as i came to a stop my bike was leaning to one side but I unclipped on the other and just went right over. By that point I didn't really care- I remember laughing uncontrollably as I hit the ground.
I've been riding them ever since. My biggest problem has been clipping in the the small SPD pedals with the road shoes- I have bad aim. It was all right back when I lived in the boonies of massachusetts, as I didn't have to stop that much, but it started being annoying when I moved to the city. Up until now I've just run clips & straps on my city bike (a fixed gear) but today I purchased a pair of 'casual' cycling shoes that accept SPD's. Luckily, they have a grippy sole so hopefully they will work better for city riding.
ride on (on whatever kind of pedals)
jeremy