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one other tip for clipless pedals
I second or third the recommendation to pick one leg/side as your clip out side. This helps you remember to always LEAN in the same direction too.
One of my first falls was coming to a stop in front of a group of experienced cycling friends and saying 'look at me I'm clipless', then promptly leaning in the direction I had NOT clipped out of. ooops.
Besides picking the side, the other thing I tell my trainees when they are first starting out is, if you even think you might need to stop for any reason, or it starts to cross your mind to touch your brakes, clip out. If you're in traffic and approaching a light you don't know the timing of, if you're on a bike path and coming up on some unpredictable peds, if a rider in front of you is being squirrelly, etc etc, clip out. and yes yes yes to loose tension.
I'm a big fan of Speedplay pedals. You get a little side to side motion before you disconnect which is great for folks with knee issues. For some folks the lack of play in other pedal systems causes problems. The only downside is that the pedals are very small, they are just a small lollipop sort of thing, and you may be tentative about standing up on them initially when climbing, but once you get used to them and their lightness and ease of use, you may just be as hooked as I.
There was a great article in Bicycling Magazine about clipless pedals. I'm going to try to attach it here, not sure if it will work. It was just a few months ago. I found it really interesting and helpful AND persuasive. ;)