I use PowerGrip straps. I love them.
They go diagonally over the foot, so it's the same motion getting in and out as clipless (turn heel out to get in or out, then straighten foot and it snugs up and holds your foot). I don't feel much "trapped" a difficult situation like stopping on a steep hill or a sudden stop. I started with them rather loose and felt safer that way, but now I have them quite snug so I can pull up on the pedals if I choose.
DH uses cages and he loves those.

Just to cause trouble and present a totally different point of view:
http://www.rivbike.com/article/clothing/the_shoes_ruse