Do clip-in pedals really make that much of a difference?

I purchased an entry-level road bike as my daily commuter a few months ago. The guys at the shop were baffled that I went with standard pedals, warning me about scraping the road when taking corners and inefficiency. But with carrying around an extra pair of shoes and making frequent stops in the city, they just seemed like a hassle to me. Do they really make that much of a difference?