I just thought I'd chime in since I'm a Spinning instructor. Some of the gyms where I teach don't have enough bikes with clips and many of the people that attend never, ever ride outside (gasp!). So, my suggestion is that they buy a nice stiff soled shoe such as the kind used for skateboarding. They'll pay a lot less than they would if they bought MTB shoes.

I always clip in because it saves my knees for outdoor riding. And whichever poster said that the weighted flywheel makes a huge difference between the indoor riding and outdoor riding is spot on!